+100.6%
AMT vs PSKY
-75.1%
+175.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -2.7% | -6.0% | +3.3% | -2.2% |
| 30D | +2.0% | +10.7% | -8.6% | +1.0% |
| 3M | -9.3% | +1.2% | -10.4% | -9.5% |
| 6M | -5.2% | +1.5% | -6.7% | -5.7% |
| YTD | +0.5% | -21.8% | +22.2% | +2.0% |
| 1Y | -7.3% | -30.2% | +22.9% | -5.3% |
| 3Y | +6.2% | -20.1% | +26.3% | +4.3% |
| 5Y | -31.2% | -70.5% | +39.3% | -27.5% |
| All | +100.6% | -75.1% | +175.7% | +75.2% |
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