+195.2%
AMD vs COR
+12.8%
+182.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.0% |
| 7D | +2.6% | +2.8% | -0.2% | +3.7% |
| 30D | -0.9% | +4.5% | -5.5% | +1.0% |
| 3M | -8.7% | +22.7% | -31.4% | -1.9% |
| 6M | +136.3% | -9.7% | +146.1% | +168.7% |
| YTD | +123.0% | -1.4% | +124.4% | +156.6% |
| 1Y | +195.2% | +13.9% | +181.2% | +243.1% |
| All | +195.2% | +12.8% | +182.4% | +243.1% |
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 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