+66.9%
AMAT vs COR
-0.3%
+67.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -2.3% |
| 7D | +11.4% | +7.6% | +3.7% | +12.5% |
| 30D | -17.0% | +6.8% | -23.8% | -16.0% |
| 3M | -30.6% | +16.0% | -46.7% | -28.6% |
| 6M | -14.9% | +41.0% | -56.0% | -13.5% |
| YTD | +44.7% | +6.9% | +37.7% | +63.8% |
| 1Y | +66.9% | -1.0% | +67.9% | +85.8% |
| All | +66.9% | -0.3% | +67.2% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling