+566.0%
COR vs AMC
-97.7%
+663.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | +0.8% | +2.6% | -1.8% | +0.8% |
| 30D | +5.1% | +9.0% | -3.9% | +5.1% |
| 3M | +2.8% | +22.2% | -19.3% | +2.6% |
| 6M | +32.5% | +91.5% | -58.9% | +31.4% |
| YTD | -0.7% | +101.3% | -101.9% | -1.6% |
| 1Y | -6.7% | +20.8% | -27.5% | -7.2% |
| 3Y | +73.7% | -71.3% | +145.0% | +74.4% |
| 5Y | +177.9% | -99.2% | +277.1% | +187.1% |
| 10Y | +533.8% | -98.7% | +632.5% | +532.0% |
| All | +566.0% | -97.7% | +663.7% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling