-3.6%
COR vs AME
+21.9%
-25.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.4% | -4.1% | +6.5% | +2.2% |
| 30D | +7.7% | -4.1% | +11.8% | +7.4% |
| 3M | +7.5% | -5.6% | +13.1% | +7.3% |
| 6M | +34.1% | +2.8% | +31.3% | +33.3% |
| YTD | +3.9% | +16.6% | -12.7% | -0.6% |
| 1Y | -3.6% | +21.1% | -24.7% | -8.4% |
| All | -3.6% | +21.9% | -25.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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