-78.3%
PSKY vs AMBA
-68.8%
-9.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -53.4% | -28.7% | -24.7% | -48.8% |
| 6M | -53.4% | -28.7% | -24.7% | -48.8% |
| YTD | -53.4% | -28.7% | -24.7% | -48.8% |
| 1Y | -58.4% | -26.6% | -31.7% | -54.5% |
| 3Y | -40.7% | +14.9% | -55.6% | -45.3% |
| All | -78.3% | -68.8% | -9.5% | -79.0% |
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