-74.1%
PSKY vs AMBA
+819.5%
-893.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.2% | -4.9% |
| 7D | -24.6% | -8.5% | -16.1% | -24.8% |
| 30D | -36.1% | -3.6% | -32.6% | -36.2% |
| 3M | -84.9% | +6.5% | -91.5% | -84.6% |
| 6M | -84.9% | +6.5% | -91.5% | -84.6% |
| YTD | -84.9% | +6.5% | -91.5% | -84.6% |
| 1Y | -84.9% | +6.5% | -91.5% | -84.6% |
| 3Y | -84.9% | +6.5% | -91.5% | -84.6% |
| 5Y | -84.9% | +6.5% | -91.5% | -84.6% |
| 10Y | -84.4% | -1.6% | -82.8% | -84.0% |
| All | -74.1% | +819.5% | -893.6% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling