-20.3%
AMT vs PCOR
-19.6%
-0.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +0.5% | +22.7% | -22.2% | -1.7% |
| 30D | +13.6% | +37.5% | -23.9% | +9.8% |
| 3M | +11.5% | +35.2% | -23.7% | +7.7% |
| 6M | +6.9% | +42.2% | -35.3% | +2.3% |
| YTD | +10.8% | +3.6% | +7.3% | +8.9% |
| 1Y | +10.3% | -4.8% | +15.1% | +9.4% |
| 3Y | +12.4% | +48.3% | -35.9% | +1.2% |
| All | -20.3% | -19.6% | -0.7% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling