+196.6%
AMD vs COR
+185.3%
+11.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.0% | -13.2% | -17.6% |
| 7D | -28.6% | +2.8% | -31.4% | -28.3% |
| 30D | -37.7% | +7.4% | -45.1% | -37.2% |
| 3M | -16.1% | +7.3% | -23.4% | -15.4% |
| 6M | +13.8% | +11.5% | +2.3% | +15.5% |
| YTD | +88.8% | +1.2% | +87.7% | +96.2% |
| 1Y | +57.8% | -3.3% | +61.1% | +64.5% |
| 3Y | +260.3% | +78.5% | +181.8% | +224.8% |
| 5Y | +196.6% | +183.0% | +13.6% | +128.0% |
| All | +196.6% | +185.3% | +11.3% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling