+6,351.7%
AMD vs COR
+524.4%
+5,827.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.5% |
| 7D | -11.0% | +0.8% | -11.9% | -11.1% |
| 30D | -30.5% | +5.1% | -35.6% | -31.3% |
| 3M | -8.2% | +2.8% | -11.1% | -9.0% |
| 6M | +6.6% | +32.5% | -26.0% | -1.9% |
| YTD | +109.7% | -0.7% | +110.3% | +107.7% |
| 1Y | +88.9% | -6.7% | +95.6% | +90.7% |
| 3Y | +301.8% | +73.7% | +228.1% | +216.9% |
| 5Y | +229.4% | +177.9% | +51.5% | +112.3% |
| All | +6,351.7% | +524.4% | +5,827.3% | +3,419.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling