+1,199.0%
COR vs AMCR
+100.2%
+1,098.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | -1.9% | +4.6% | +3.1% |
| 30D | +4.5% | -4.1% | +8.6% | +5.2% |
| 3M | +22.7% | +21.7% | +1.0% | +18.9% |
| 6M | -9.7% | +1.5% | -11.2% | -10.2% |
| YTD | -1.4% | +13.1% | -14.6% | -4.2% |
| 1Y | +13.9% | +13.0% | +0.9% | +10.7% |
| 3Y | +94.0% | +6.9% | +87.0% | +87.5% |
| 5Y | +184.0% | -10.5% | +194.5% | +183.3% |
| 10Y | +406.8% | +20.9% | +385.9% | +358.1% |
| All | +1,199.0% | +100.2% | +1,098.8% | +1,065.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling