-15.1%
AMRZ vs PSKY
-26.0%
+10.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -16.9% | +24.0% | -40.9% | -17.5% |
| 3M | -19.2% | +2.2% | -21.4% | -19.4% |
| 6M | -29.3% | -9.0% | -20.3% | -29.2% |
| YTD | -18.0% | -18.1% | +0.2% | -18.0% |
| 1Y | -15.1% | -25.1% | +10.0% | -15.4% |
| All | -15.1% | -26.0% | +10.9% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling