+395.2%
COR vs AMCR
+14.6%
+380.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -2.8% | -6.3% | +3.4% | -1.5% |
| 30D | +2.6% | -7.8% | +10.4% | +4.3% |
| 3M | +14.5% | +7.5% | +6.9% | +12.5% |
| 6M | -7.8% | +2.7% | -10.5% | -8.9% |
| YTD | -4.2% | +6.0% | -10.3% | -6.7% |
| 1Y | +7.0% | +7.8% | -0.8% | +3.6% |
| 3Y | +85.5% | +5.8% | +79.7% | +76.1% |
| 5Y | +181.2% | -11.6% | +192.8% | +179.6% |
| All | +395.2% | +14.6% | +380.5% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling