+57.5%
AME vs PSKY
-12.8%
+70.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.8% | +2.4% | +0.4% | +2.7% |
| 30D | -6.3% | +17.5% | -23.8% | -6.7% |
| 3M | +5.4% | +4.4% | +0.9% | +5.2% |
| 6M | +7.4% | -9.0% | +16.5% | +7.6% |
| YTD | +16.2% | -18.6% | +34.8% | +16.6% |
| 1Y | +26.8% | -27.7% | +54.5% | +27.5% |
| 3Y | +57.5% | -16.9% | +74.4% | +53.8% |
| All | +57.5% | -12.8% | +70.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling