+578.2%
COR vs AMC
-97.8%
+676.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.5% | +8.5% | -3.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +7.4% | +4.4% | +3.0% | +7.3% |
| 3M | +7.3% | +15.4% | -8.1% | +7.1% |
| 6M | +11.5% | +93.7% | -82.2% | +10.6% |
| YTD | +1.2% | +97.4% | -96.3% | +0.2% |
| 1Y | -3.3% | +23.2% | -26.5% | -3.8% |
| 3Y | +78.5% | -71.3% | +149.7% | +79.1% |
| 5Y | +183.0% | -99.3% | +282.2% | +192.5% |
| 10Y | +545.4% | -98.7% | +644.1% | +543.7% |
| All | +578.2% | -97.8% | +676.0% | +519.2% |
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