+8,520.0%
AMD vs COR
+469.4%
+8,050.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +44.7% | +2.9% | +41.9% | +43.8% |
| 30D | -3.3% | +5.8% | -9.2% | -4.6% |
| 3M | +21.2% | +11.4% | +9.8% | +17.9% |
| 6M | +30.6% | +34.5% | -3.9% | +19.4% |
| YTD | +173.3% | +4.1% | +169.2% | +167.6% |
| 1Y | +126.1% | -3.1% | +129.2% | +126.5% |
| 3Y | +393.5% | +80.9% | +312.7% | +280.8% |
| 5Y | +295.8% | +195.1% | +100.6% | +144.7% |
| All | +8,520.0% | +469.4% | +8,050.7% | +3,995.3% |
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