-4.5%
COR vs AMC
+40.5%
-45.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +3.8% |
| 7D | +2.3% | +6.6% | -4.2% | +2.6% |
| 30D | +6.8% | +14.1% | -7.3% | +7.3% |
| 3M | +8.1% | +31.3% | -23.2% | +9.5% |
| 6M | +33.0% | +126.7% | -93.7% | +36.5% |
| YTD | +3.0% | +117.9% | -115.0% | +5.2% |
| All | -4.5% | +40.5% | -45.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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