+62.5%
AME vs PCOR
+43.8%
+18.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -5.2% | +22.7% | -27.9% | -7.4% |
| 30D | -8.0% | +37.5% | -45.5% | -11.5% |
| 3M | -8.9% | +35.2% | -44.1% | -12.5% |
| 6M | -5.0% | +42.2% | -47.2% | -9.6% |
| YTD | +11.9% | +3.6% | +8.3% | +12.7% |
| 1Y | +16.6% | -4.8% | +21.4% | +19.9% |
| 3Y | +62.5% | +48.3% | +14.1% | +47.1% |
| All | +62.5% | +43.8% | +18.7% | +47.1% |
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