+37.2%
AMGN vs CORZ
+12.0%
+25.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.2% |
| 7D | -13.7% | +0.3% | -14.0% | -13.6% |
| 30D | -8.8% | -14.0% | +5.2% | -9.3% |
| 3M | +7.2% | -34.1% | +41.3% | +6.1% |
| 6M | +1.3% | +8.5% | -7.2% | +1.5% |
| YTD | +17.6% | +23.2% | -5.6% | +18.1% |
| 1Y | +37.2% | +15.4% | +21.8% | +35.5% |
| All | +37.2% | +12.0% | +25.2% | +35.5% |
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