+86.5%
COR vs AMCR
+8.5%
+78.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.6% |
| 7D | -3.9% | -6.3% | +2.4% | -4.2% |
| 30D | -0.3% | -7.1% | +6.8% | -0.7% |
| 3M | +15.9% | +12.7% | +3.2% | +17.1% |
| 6M | -10.3% | +5.2% | -15.4% | -9.1% |
| YTD | -3.7% | +8.1% | -11.8% | -2.5% |
| 1Y | +9.1% | +11.7% | -2.6% | +10.5% |
| All | +86.5% | +8.5% | +78.0% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling