-6.4%
AMT vs PSKY
-30.5%
+24.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.3% |
| 7D | +1.5% | -6.8% | +8.3% | +2.1% |
| 30D | +3.7% | +10.2% | -6.5% | +2.8% |
| 3M | -7.2% | +0.3% | -7.5% | -7.3% |
| 6M | -4.2% | -7.8% | +3.6% | -3.6% |
| YTD | +1.9% | -23.0% | +24.9% | +3.7% |
| 1Y | -6.4% | -31.6% | +25.3% | -4.3% |
| All | -6.4% | -30.5% | +24.1% | -4.3% |
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 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