+199.0%
AMD vs COR
+178.3%
+20.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +10.9% |
| 7D | -11.0% | +0.8% | -11.9% | -10.8% |
| 30D | -30.5% | +5.1% | -35.6% | -30.0% |
| 3M | -8.2% | +2.8% | -11.1% | -7.8% |
| 6M | +6.6% | +32.5% | -26.0% | +7.7% |
| YTD | +109.7% | -0.7% | +110.3% | +117.5% |
| 1Y | +88.9% | -6.7% | +95.6% | +97.1% |
| 3Y | +301.8% | +73.7% | +228.1% | +260.2% |
| All | +199.0% | +178.3% | +20.8% | +118.9% |
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