+6.3%
PSA vs AME
+26.3%
-20.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -3.6% | 0.0% | -3.7% | -3.6% |
| 30D | -9.4% | -8.6% | -0.8% | -7.4% |
| 3M | -8.2% | +5.8% | -14.0% | -10.4% |
| 6M | -1.8% | +3.8% | -5.7% | -4.0% |
| YTD | +15.7% | +14.4% | +1.3% | +12.6% |
| 1Y | +6.3% | +25.8% | -19.5% | +4.5% |
| All | +6.3% | +26.3% | -20.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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