+95.0%
AMT vs COR
+397.4%
-302.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | +1.8% | +1.5% | +0.3% | +1.4% |
| 3M | -6.2% | +18.7% | -24.9% | -10.0% |
| 6M | -5.0% | -9.0% | +4.0% | -3.6% |
| YTD | +2.1% | -3.3% | +5.3% | +1.7% |
| 1Y | -5.7% | +9.8% | -15.6% | -9.3% |
| 3Y | +7.9% | +87.4% | -79.4% | -10.2% |
| 5Y | -32.3% | +180.5% | -212.8% | -49.6% |
| 10Y | +95.0% | +398.1% | -303.1% | +42.9% |
| All | +95.0% | +397.4% | -302.4% | +42.9% |
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 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