+108.5%
AMD vs COR
-2.4%
+110.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.7% | +9.6% | +14.5% |
| 7D | +8.9% | +2.3% | +6.6% | +9.7% |
| 30D | -16.4% | +6.8% | -23.1% | -13.9% |
| 3M | +5.2% | +8.1% | -2.9% | +9.0% |
| 6M | +11.7% | +33.0% | -21.3% | +24.5% |
| YTD | +137.5% | +3.0% | +134.5% | +191.3% |
| All | +108.5% | -2.4% | +110.8% | +149.3% |
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 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