-8.2%
AMT vs PCOR
-10.0%
+1.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.4% | +23.7% | -19.3% | +2.0% |
| 30D | +17.7% | +39.0% | -21.3% | +13.8% |
| 3M | +16.7% | +35.8% | -19.1% | +12.8% |
| 6M | +11.1% | +38.2% | -27.1% | +6.8% |
| YTD | +13.9% | +3.9% | +9.9% | +11.9% |
| 1Y | +12.5% | +5.7% | +6.8% | +10.3% |
| 3Y | +13.2% | +44.8% | -31.6% | +3.2% |
| 5Y | -17.9% | -19.8% | +1.9% | -23.5% |
| All | -8.2% | -10.0% | +1.8% | -14.3% |
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