+2,210.9%
AMD vs COR
+18,010.7%
-15,799.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.0% | -13.2% | -16.3% |
| 7D | -28.6% | +2.8% | -31.4% | -29.0% |
| 30D | -37.7% | +7.4% | -45.1% | -38.7% |
| 3M | -16.1% | +7.3% | -23.4% | -17.7% |
| 6M | +13.8% | +11.5% | +2.3% | +8.6% |
| YTD | +88.8% | +1.2% | +87.7% | +84.9% |
| 1Y | +57.8% | -3.3% | +61.1% | +56.0% |
| 3Y | +260.3% | +78.5% | +181.8% | +198.8% |
| 5Y | +196.6% | +183.0% | +13.6% | +116.5% |
| 10Y | +6,064.6% | +545.4% | +5,519.3% | +3,459.4% |
| All | +2,210.9% | +18,010.7% | -15,799.8% | +705.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling