-4.8%
PCOR vs AMDL
+62.4%
-67.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.6% | +0.7% |
| 7D | +22.7% | -26.2% | +48.9% | +21.6% |
| 30D | +37.5% | -57.1% | +94.5% | +33.0% |
| 3M | +35.2% | -29.8% | +65.0% | +34.9% |
| 6M | +42.2% | -22.2% | +64.5% | +42.3% |
| YTD | +3.6% | +142.1% | -138.6% | +5.6% |
| 1Y | -4.8% | +85.8% | -90.6% | -1.5% |
| All | -4.8% | +62.4% | -67.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling