+13,065.8%
AMAT vs COR
+18,010.7%
-4,944.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.5% | -12.6% |
| 7D | -24.3% | +2.8% | -27.1% | -24.7% |
| 30D | -39.8% | +7.4% | -47.2% | -40.8% |
| 3M | -40.2% | +7.3% | -47.5% | -41.4% |
| 6M | -22.1% | +11.5% | -33.6% | -25.5% |
| YTD | +24.7% | +1.2% | +23.5% | +22.2% |
| 1Y | +33.3% | -3.3% | +36.6% | +32.0% |
| 3Y | +133.9% | +78.5% | +55.4% | +94.4% |
| 5Y | +117.1% | +183.0% | -65.9% | +58.8% |
| 10Y | +1,158.7% | +545.4% | +613.3% | +636.8% |
| All | +13,065.8% | +18,010.7% | -4,944.9% | +3,777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling