+126.7%
AMAT vs COR
+178.3%
-51.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.2% |
| 7D | -14.7% | +0.8% | -15.5% | -14.6% |
| 30D | -36.1% | +5.1% | -41.2% | -36.0% |
| 3M | -36.9% | +2.8% | -39.7% | -36.8% |
| 6M | -22.2% | +32.5% | -54.7% | -24.2% |
| YTD | +29.9% | -0.7% | +30.6% | +32.3% |
| 1Y | +43.3% | -6.7% | +50.0% | +47.0% |
| 3Y | +142.7% | +73.7% | +68.9% | +111.9% |
| All | +126.7% | +178.3% | -51.6% | +48.7% |
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 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