-7.7%
AMT vs PCOR
-10.0%
+2.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +19.7% | -15.6% | +2.1% |
| 7D | +6.0% | +21.8% | -15.8% | +3.8% |
| 30D | +20.1% | +39.5% | -19.4% | +16.0% |
| 3M | +12.4% | +35.2% | -22.8% | +8.7% |
| 6M | +9.9% | +21.7% | -11.8% | +6.9% |
| YTD | +14.4% | +3.9% | +10.5% | +12.4% |
| 1Y | +12.4% | +6.9% | +5.5% | +10.1% |
| 3Y | +13.7% | +44.8% | -31.1% | +3.7% |
| 5Y | -17.8% | -21.9% | +4.1% | -23.4% |
| All | -7.7% | -10.0% | +2.3% | -13.9% |
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