-26.3%
SKHY vs AME
-4.6%
-21.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -5.9% | -7.5% | -3.7% |
| 7D | -23.6% | -11.4% | -12.1% | -6.7% |
| 30D | -32.1% | -12.1% | -20.0% | -16.1% |
| 3M | -18.0% | -12.3% | -5.6% | +5.7% |
| All | -26.3% | -4.6% | -21.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · Available span rolling