+15,770.9%
PSA vs AME
+18,783.2%
-3,012.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | -4.1% | +4.9% | +1.9% |
| 30D | +15.9% | -4.1% | +20.0% | +17.0% |
| 3M | +4.2% | -5.6% | +9.8% | +5.5% |
| 6M | +10.1% | +2.8% | +7.3% | +8.3% |
| YTD | +33.3% | +16.6% | +16.7% | +26.0% |
| 1Y | +28.2% | +21.1% | +7.2% | +19.8% |
| 3Y | +54.9% | +61.1% | -6.2% | +30.2% |
| 5Y | +28.3% | +76.6% | -48.2% | +4.5% |
| 10Y | +134.1% | +431.3% | -297.3% | +31.2% |
| All | +15,770.9% | +18,783.2% | -3,012.4% | +4,740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling