-70.6%
PSKY vs AMBA
-54.5%
-16.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -0.2% | -11.0% | +10.8% | +1.5% |
| 30D | +24.0% | -23.2% | +47.1% | +28.6% |
| 3M | +2.2% | -12.7% | +14.9% | +2.2% |
| 6M | -9.0% | +11.2% | -20.2% | -13.4% |
| YTD | -18.1% | -11.2% | -6.9% | -20.1% |
| 1Y | -25.1% | -22.5% | -2.6% | -26.1% |
| 3Y | -16.3% | -1.3% | -15.0% | -26.4% |
| All | -70.6% | -54.5% | -16.1% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling