+1,431.6%
AMT vs COR
+7,184.2%
-5,752.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | +13.6% | +5.1% | +8.5% | +12.4% |
| 3M | +11.5% | +2.8% | +8.6% | +10.7% |
| 6M | +6.9% | +32.5% | -25.6% | +0.8% |
| YTD | +10.8% | -0.7% | +11.5% | +9.8% |
| 1Y | +10.3% | -6.7% | +17.0% | +10.7% |
| 3Y | +12.4% | +73.7% | -61.3% | -1.4% |
| 5Y | -20.1% | +177.9% | -197.9% | -36.7% |
| 10Y | +116.8% | +533.8% | -416.9% | +42.1% |
| All | +1,431.6% | +7,184.2% | -5,752.6% | +576.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling