+106.6%
PCAR vs AMT
-20.2%
+126.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.0% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | -4.6% | +13.6% | -18.2% | -6.3% |
| 3M | -22.6% | +11.5% | -34.0% | -23.8% |
| 6M | -12.0% | +6.9% | -18.9% | -13.1% |
| YTD | -6.1% | +10.8% | -16.9% | -7.9% |
| 1Y | +6.3% | +10.3% | -4.0% | +4.3% |
| 3Y | +31.8% | +12.4% | +19.4% | +25.2% |
| All | +106.6% | -20.2% | +126.8% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling