+1,587.5%
AMAT vs COR
+407.6%
+1,179.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.8% |
| 7D | -1.5% | +2.8% | -4.3% | -2.3% |
| 30D | -14.8% | +4.5% | -19.3% | -16.2% |
| 3M | -9.3% | +22.7% | -31.9% | -15.8% |
| 6M | +27.4% | -9.7% | +37.1% | +29.8% |
| YTD | +77.6% | -1.4% | +79.0% | +75.6% |
| 1Y | +188.9% | +13.9% | +175.0% | +170.3% |
| 3Y | +202.3% | +94.0% | +108.3% | +123.6% |
| 5Y | +248.9% | +184.0% | +64.9% | +117.0% |
| All | +1,587.5% | +407.6% | +1,179.9% | +794.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling