+65.7%
AMGN vs CORZ
-41.7%
+107.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.4% | +14.1% | +3.1% |
| 7D | +5.9% | -14.9% | +20.8% | +5.1% |
| 30D | +18.7% | -23.1% | +41.9% | +17.4% |
| 3M | +23.4% | -44.1% | +67.5% | +20.5% |
| 6M | +49.7% | -39.5% | +89.3% | +46.9% |
| YTD | +49.2% | -12.4% | +61.5% | +48.3% |
| 1Y | +65.7% | -41.3% | +107.0% | +61.6% |
| All | +65.7% | -41.7% | +107.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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