+80.5%
COR vs AMC
-58.9%
+139.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.9% |
| 7D | +2.4% | +5.5% | -3.1% | +2.5% |
| 30D | +7.7% | +16.1% | -8.4% | +8.0% |
| 3M | +7.5% | +43.0% | -35.5% | +8.3% |
| 6M | +34.1% | +130.7% | -96.5% | +36.2% |
| YTD | +3.9% | +121.8% | -117.9% | +5.5% |
| 1Y | -3.6% | +40.7% | -44.3% | -2.5% |
| 3Y | +80.5% | -56.8% | +137.3% | +74.4% |
| All | +80.5% | -58.9% | +139.4% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling