+18,237.3%
COR vs AME
+11,361.1%
+6,876.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.5% |
| 7D | +2.3% | -1.5% | +3.9% | +2.7% |
| 30D | +6.8% | -4.2% | +10.9% | +7.8% |
| 3M | +8.1% | -5.9% | +14.0% | +9.5% |
| 6M | +33.0% | +2.8% | +30.2% | +31.1% |
| YTD | +3.0% | +16.6% | -13.6% | -2.3% |
| 1Y | -3.4% | +22.1% | -25.5% | -9.6% |
| 3Y | +80.1% | +64.7% | +15.5% | +52.4% |
| 5Y | +194.7% | +76.6% | +118.1% | +142.4% |
| 10Y | +512.3% | +443.9% | +68.4% | +271.5% |
| All | +18,237.3% | +11,361.1% | +6,876.2% | +6,340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling