-35.5%
PSKY vs AMP
+1,836.8%
-1,872.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +2.4% | +2.6% | -0.2% | +0.9% |
| 30D | +17.5% | +0.8% | +16.7% | +17.0% |
| 3M | +4.4% | +24.3% | -19.8% | -7.7% |
| 6M | -9.0% | +20.6% | -29.6% | -18.6% |
| YTD | -18.6% | +14.6% | -33.2% | -25.9% |
| 1Y | -27.7% | +14.5% | -42.3% | -34.4% |
| 3Y | -16.9% | +67.9% | -84.8% | -41.4% |
| 5Y | -70.3% | +122.5% | -192.8% | -82.3% |
| 10Y | -74.9% | +573.3% | -648.2% | -92.8% |
| All | -35.5% | +1,836.8% | -1,872.2% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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