+5.7%
PCOR vs AMDL
+44.1%
-38.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -34.9% | +34.9% | -1.9% |
| 7D | +23.7% | -52.7% | +76.4% | +19.4% |
| 30D | +39.0% | -65.3% | +104.3% | +32.2% |
| 3M | +35.8% | -40.8% | +76.6% | +34.1% |
| 6M | +38.2% | -12.9% | +51.1% | +40.1% |
| YTD | +3.9% | +98.0% | -94.1% | +10.0% |
| 1Y | +5.7% | +30.1% | -24.5% | +10.3% |
| All | +5.7% | +44.1% | -38.4% | +10.3% |
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