+195.8%
COR vs AMC
-99.1%
+294.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -1.2% | -2.8% | +1.7% | -1.2% |
| 30D | +7.6% | +14.0% | -6.4% | +7.7% |
| 3M | +5.0% | +42.5% | -37.5% | +5.2% |
| 6M | +35.3% | +142.6% | -107.3% | +35.8% |
| YTD | +4.2% | +119.2% | -115.0% | +4.6% |
| 1Y | -3.4% | +40.7% | -44.2% | -3.1% |
| 3Y | +81.1% | -57.3% | +138.4% | +82.2% |
| 5Y | +195.8% | -99.1% | +295.0% | +213.7% |
| All | +195.8% | -99.1% | +294.9% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling