-17.6%
AMT vs PCOR
-30.9%
+13.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.7% |
| 7D | -0.2% | -9.0% | +8.7% | +0.7% |
| 30D | +4.6% | +4.2% | +0.5% | +4.1% |
| 3M | -8.4% | +14.4% | -22.9% | -10.0% |
| 6M | -6.0% | +0.2% | -6.2% | -6.8% |
| YTD | +2.1% | -20.3% | +22.4% | +3.3% |
| 1Y | -6.4% | -16.1% | +9.8% | -6.0% |
| 3Y | +8.1% | -14.7% | +22.8% | +5.3% |
| 5Y | -31.9% | -43.2% | +11.2% | -34.6% |
| All | -17.6% | -30.9% | +13.3% | -20.9% |
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