+124.5%
AMT vs COR
+534.3%
-409.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -0.8% |
| 7D | +0.4% | +2.3% | -2.0% | -0.2% |
| 30D | +3.7% | +6.8% | -3.1% | +2.0% |
| 3M | +10.7% | +8.1% | +2.6% | +8.3% |
| 6M | +9.3% | +33.0% | -23.7% | +1.3% |
| YTD | +10.9% | +3.0% | +8.0% | +8.7% |
| 1Y | +10.5% | -3.4% | +13.9% | +10.1% |
| 3Y | +15.5% | +80.1% | -64.6% | -4.4% |
| 5Y | -20.6% | +194.7% | -215.3% | -43.5% |
| 10Y | +124.5% | +512.3% | -387.7% | +41.7% |
| All | +124.5% | +534.3% | -409.8% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling