-9.9%
AMT vs PCOR
-9.2%
-0.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +1.6% | +20.7% | -19.1% | -0.4% |
| 30D | +4.5% | +35.7% | -31.2% | +1.2% |
| 3M | +13.8% | +31.1% | -17.3% | +10.4% |
| 6M | +10.0% | +43.1% | -33.1% | +5.4% |
| YTD | +11.8% | +4.8% | +6.9% | +9.8% |
| 1Y | +10.2% | -3.7% | +13.9% | +9.2% |
| 3Y | +15.1% | +46.5% | -31.4% | +4.9% |
| 5Y | -18.8% | -17.3% | -1.6% | -24.6% |
| All | -9.9% | -9.2% | -0.7% | -16.0% |
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