+17,590.3%
COR vs AME
+10,900.8%
+6,689.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.5% |
| 7D | +0.8% | -5.2% | +6.0% | +2.2% |
| 30D | +5.1% | -8.0% | +13.2% | +7.3% |
| 3M | +2.8% | -8.9% | +11.7% | +5.1% |
| 6M | +32.5% | -5.0% | +37.5% | +33.5% |
| YTD | -0.7% | +11.9% | -12.5% | -4.7% |
| 1Y | -6.7% | +16.6% | -23.3% | -11.6% |
| 3Y | +73.7% | +62.5% | +11.2% | +47.4% |
| 5Y | +177.9% | +67.6% | +110.3% | +131.8% |
| 10Y | +533.8% | +450.4% | +83.4% | +284.1% |
| All | +17,590.3% | +10,900.8% | +6,689.5% | +6,181.3% |
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