-97.5%
AMC vs PCOR
-10.0%
-87.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | 0.0% | -12.5% | -12.5% |
| 7D | 0.0% | +23.7% | -23.7% | -11.6% |
| 30D | +4.4% | +39.0% | -34.6% | -13.5% |
| 3M | +15.4% | +35.8% | -20.4% | -4.5% |
| 6M | +93.7% | +38.2% | +55.5% | +58.3% |
| YTD | +97.4% | +3.9% | +93.5% | +82.3% |
| 1Y | +23.2% | +5.7% | +17.5% | +12.4% |
| 3Y | -71.3% | +44.8% | -116.0% | -81.2% |
| 5Y | -99.3% | -19.8% | -79.5% | -99.4% |
| All | -97.5% | -10.0% | -87.5% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling