-3.6%
COR vs AMDL
+133.6%
-137.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.9% |
| 7D | +2.4% | +5.4% | -3.0% | +2.9% |
| 30D | +7.7% | -36.6% | +44.3% | +6.1% |
| 3M | +7.5% | -1.0% | +8.5% | +8.8% |
| 6M | +34.1% | -12.1% | +46.2% | +36.0% |
| YTD | +3.9% | +215.1% | -211.3% | +2.8% |
| 1Y | -3.6% | +130.4% | -134.0% | -5.2% |
| All | -3.6% | +133.6% | -137.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling