+7.0%
AMT vs COR
+92.7%
-85.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -0.2% | +2.8% | -3.0% | -0.5% |
| 30D | +4.6% | +4.5% | +0.1% | +4.1% |
| 3M | -8.4% | +22.7% | -31.1% | -10.5% |
| 6M | -6.0% | -9.7% | +3.7% | -5.3% |
| YTD | +2.1% | -1.4% | +3.6% | +1.5% |
| 1Y | -6.4% | +13.9% | -20.3% | -9.4% |
| All | +7.0% | +92.7% | -85.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling