-16.3%
PSKY vs AMBA
-1.0%
-15.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | -0.2% | -11.0% | +10.8% | +0.7% |
| 30D | +24.0% | -23.2% | +47.1% | +26.3% |
| 3M | +2.2% | -12.7% | +14.9% | +2.1% |
| 6M | -9.0% | +11.2% | -20.2% | -11.3% |
| YTD | -18.1% | -11.2% | -6.9% | -19.2% |
| 1Y | -25.1% | -22.5% | -2.6% | -25.5% |
| All | -16.3% | -1.0% | -15.4% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling