+7.9%
AMT vs PSKY
-12.8%
+20.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.2% | +2.4% | -2.5% | -0.3% |
| 30D | +1.8% | +17.5% | -15.7% | +0.8% |
| 3M | -6.2% | +4.4% | -10.6% | -6.5% |
| 6M | -5.0% | -9.0% | +4.0% | -4.6% |
| YTD | +2.1% | -18.6% | +20.7% | +2.9% |
| 1Y | -5.7% | -27.7% | +22.0% | -4.7% |
| 3Y | +7.9% | -16.9% | +24.8% | +5.5% |
| All | +7.9% | -12.8% | +20.7% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling