+35.0%
PCAR vs AMT
+13.5%
+21.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +2.2% | +4.4% | -2.2% | +2.0% |
| 30D | -4.4% | +17.7% | -22.1% | -5.1% |
| 3M | -21.4% | +16.7% | -38.1% | -21.9% |
| 6M | -7.3% | +11.1% | -18.5% | -7.8% |
| YTD | -3.8% | +13.9% | -17.7% | -4.3% |
| 1Y | +6.3% | +12.5% | -6.2% | +5.8% |
| All | +35.0% | +13.5% | +21.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 3y: compounded portfolio wealth divided by compounded AMT 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…
3y analysis · Full analysis span regression · 6 months rolling