+3.5%
COR vs AGI
-1.1%
+4.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.8% | -6.8% | +4.2% |
| 7D | +9.1% | -5.3% | +14.4% | +8.8% |
| 30D | +12.4% | -7.1% | +19.6% | +12.0% |
| 3M | +15.8% | +4.4% | +11.4% | +16.0% |
| 6M | +17.1% | -23.0% | +40.1% | +16.5% |
| YTD | +5.4% | -22.0% | +27.4% | +7.0% |
| 1Y | +3.5% | +0.3% | +3.3% | +0.9% |
| All | +3.5% | -1.1% | +4.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling