+2,147.2%
AME vs PSKY
-63.1%
+2,210.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.9% |
| 7D | -0.2% | -24.6% | +24.4% | +5.4% |
| 30D | +6.4% | -36.1% | +42.5% | +16.2% |
| 3M | +7.7% | -34.7% | +42.4% | +14.8% |
| 6M | +8.1% | -40.5% | +48.6% | +17.5% |
| YTD | +21.4% | -47.7% | +69.1% | +34.3% |
| 1Y | +35.3% | -58.4% | +93.7% | +56.7% |
| 3Y | +68.1% | -40.7% | +108.8% | +61.6% |
| 5Y | +99.8% | -80.0% | +179.8% | +141.6% |
| 10Y | +478.4% | -84.4% | +562.8% | +527.7% |
| All | +2,147.2% | -63.1% | +2,210.3% | +1,567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling