+85.8%
AME vs PCOR
-30.9%
+116.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.1% |
| 7D | +0.6% | -9.0% | +9.6% | +2.0% |
| 30D | -6.7% | +4.2% | -10.9% | -7.5% |
| 3M | +4.1% | +14.4% | -10.3% | +1.4% |
| 6M | +1.6% | +0.2% | +1.4% | +0.2% |
| YTD | +16.1% | -20.3% | +36.4% | +18.9% |
| 1Y | +27.3% | -16.1% | +43.5% | +28.5% |
| 3Y | +50.9% | -14.7% | +65.6% | +48.0% |
| 5Y | +81.4% | -43.2% | +124.5% | +75.4% |
| All | +85.8% | -30.9% | +116.7% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling