+58.4%
AME vs PCOR
+44.3%
+14.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -11.4% | +23.7% | -35.1% | -13.6% |
| 30D | -12.1% | +39.0% | -51.1% | -15.5% |
| 3M | -12.3% | +35.8% | -48.1% | -15.8% |
| 6M | -4.6% | +38.2% | -42.9% | -8.8% |
| YTD | +9.1% | +3.9% | +5.2% | +9.9% |
| 1Y | +13.3% | +5.7% | +7.6% | +13.3% |
| All | +58.4% | +44.3% | +14.1% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling