+773.0%
AMT vs PSKY
-42.2%
+815.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.7% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +4.6% | +24.0% | -19.3% | +0.1% |
| 3M | -8.4% | +2.2% | -10.6% | -9.2% |
| 6M | -6.0% | -9.0% | +2.9% | -5.1% |
| YTD | +2.1% | -18.1% | +20.3% | +4.7% |
| 1Y | -6.4% | -25.1% | +18.7% | -3.5% |
| 3Y | +8.1% | -16.3% | +24.4% | +1.3% |
| 5Y | -31.9% | -70.4% | +38.4% | -23.4% |
| 10Y | +97.1% | -74.2% | +171.3% | +94.2% |
| All | +773.0% | -42.2% | +815.2% | +464.1% |
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