+829.7%
AMT vs PSKY
-63.1%
+892.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.0% | +3.4% |
| 7D | +1.7% | -24.6% | +26.2% | +8.3% |
| 30D | +5.8% | -36.1% | +42.0% | +17.8% |
| 3M | -21.8% | -78.3% | +56.5% | +1.3% |
| 6M | -21.8% | -78.3% | +56.5% | +1.3% |
| YTD | -21.8% | -78.3% | +56.5% | +1.3% |
| 1Y | -21.8% | -78.3% | +56.5% | +1.3% |
| 3Y | -21.8% | -78.3% | +56.5% | +1.3% |
| 5Y | -19.1% | -80.0% | +60.9% | +7.0% |
| 10Y | +112.1% | -84.4% | +196.5% | +154.0% |
| All | +829.7% | -63.1% | +892.8% | +615.2% |
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 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