-10.6%
AMT vs PCOR
-10.3%
-0.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +0.5% | +22.7% | -22.2% | -1.6% |
| 30D | +13.6% | +37.5% | -23.9% | +9.9% |
| 3M | +11.5% | +35.2% | -23.7% | +7.8% |
| 6M | +6.9% | +42.2% | -35.3% | +2.5% |
| YTD | +10.8% | +3.6% | +7.3% | +9.0% |
| 1Y | +10.3% | -4.8% | +15.1% | +9.4% |
| 3Y | +12.4% | +48.3% | -35.9% | +2.1% |
| 5Y | -20.1% | -20.1% | 0.0% | -25.6% |
| All | -10.6% | -10.3% | -0.3% | -16.6% |
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