+560.8%
COR vs AMC
-98.1%
+658.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -1.9% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | +4.5% | -0.7% | +5.3% | +4.5% |
| 3M | +22.7% | +35.2% | -12.5% | +22.1% |
| 6M | -9.7% | +124.6% | -134.3% | -10.7% |
| YTD | -1.4% | +69.9% | -71.3% | -2.2% |
| 1Y | +13.9% | -2.6% | +16.5% | +13.6% |
| 3Y | +94.0% | -79.8% | +173.7% | +95.1% |
| 5Y | +184.0% | -99.4% | +283.4% | +194.1% |
| 10Y | +406.8% | -98.9% | +505.6% | +404.6% |
| All | +560.8% | -98.1% | +658.8% | +504.3% |
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