+1,311.4%
AMT vs COR
+7,127.2%
-5,815.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -0.2% | +2.8% | -3.0% | -0.8% |
| 30D | +4.6% | +4.5% | +0.1% | +3.6% |
| 3M | -8.4% | +22.7% | -31.1% | -12.3% |
| 6M | -6.0% | -9.7% | +3.7% | -4.7% |
| YTD | +2.1% | -1.4% | +3.6% | +1.4% |
| 1Y | -6.4% | +13.9% | -20.3% | -9.9% |
| 3Y | +8.1% | +94.0% | -85.9% | -7.4% |
| 5Y | -31.9% | +184.0% | -215.9% | -46.3% |
| 10Y | +97.1% | +406.8% | -309.6% | +34.4% |
| All | +1,311.4% | +7,127.2% | -5,815.9% | +524.8% |
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