+76.9%
COR vs AMC
-72.0%
+148.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.5% | +8.5% | -4.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +7.4% | +4.4% | +3.0% | +7.5% |
| 3M | +7.3% | +15.4% | -8.1% | +7.7% |
| 6M | +11.5% | +93.7% | -82.2% | +13.0% |
| YTD | +1.2% | +97.4% | -96.3% | +2.6% |
| 1Y | -3.3% | +23.2% | -26.5% | -2.3% |
| All | +76.9% | -72.0% | +148.9% | +69.4% |
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