+433.0%
AME vs PSKY
-74.6%
+507.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.1% | +3.0% |
| 7D | +1.7% | -2.4% | +4.1% | +2.1% |
| 30D | -6.4% | +11.6% | -18.0% | -8.0% |
| 3M | +7.1% | +1.5% | +5.5% | +6.5% |
| 6M | +8.2% | +7.7% | +0.5% | +6.2% |
| YTD | +18.2% | -20.1% | +38.3% | +20.6% |
| 1Y | +26.7% | -38.3% | +65.0% | +33.5% |
| 3Y | +60.7% | -17.7% | +78.4% | +52.9% |
| 5Y | +91.6% | -69.9% | +161.5% | +114.1% |
| All | +433.0% | -74.6% | +507.6% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling