-99.8%
AMIX vs PSKY
-17.5%
-82.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -62.1% | +24.0% | -86.0% | -63.3% |
| 3M | -46.2% | +2.2% | -48.3% | -47.7% |
| 6M | -46.4% | -9.0% | -37.5% | -47.9% |
| YTD | -60.3% | -18.1% | -42.1% | -61.5% |
| 1Y | -79.7% | -25.1% | -54.6% | -80.3% |
| All | -99.8% | -17.5% | -82.3% | -99.8% |
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 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