-85.4%
PSKY vs AMBA
+1.7%
-87.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.2% | -4.2% |
| 7D | -24.6% | -8.5% | -16.1% | -22.8% |
| 30D | -36.1% | -3.6% | -32.6% | -35.6% |
| 3M | -58.0% | -34.0% | -23.9% | -52.2% |
| 6M | -58.0% | -34.0% | -23.9% | -52.2% |
| YTD | -58.0% | -34.0% | -23.9% | -52.2% |
| 1Y | -58.4% | -26.6% | -31.7% | -53.7% |
| 3Y | -40.7% | +14.9% | -55.6% | -43.8% |
| 5Y | -80.0% | -63.1% | -17.0% | -78.2% |
| All | -85.4% | +1.7% | -87.1% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling