+247.2%
AMAT vs COR
+184.0%
+63.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.3% |
| 7D | -1.5% | +2.8% | -4.3% | -1.6% |
| 30D | -14.8% | +4.5% | -19.3% | -15.0% |
| 3M | -9.3% | +22.7% | -31.9% | -10.9% |
| 6M | +27.4% | -9.7% | +37.1% | +31.3% |
| YTD | +77.6% | -1.4% | +79.0% | +80.6% |
| 1Y | +188.9% | +13.9% | +175.0% | +186.8% |
| 3Y | +202.3% | +94.0% | +108.3% | +150.6% |
| All | +247.2% | +184.0% | +63.2% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling