+17,451.9%
COR vs AME
+11,319.5%
+6,132.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | +4.5% | -6.7% | +11.2% | +6.4% |
| 3M | +22.7% | +4.1% | +18.6% | +20.9% |
| 6M | -9.7% | +1.6% | -11.3% | -10.8% |
| YTD | -1.4% | +16.1% | -17.6% | -6.1% |
| 1Y | +13.9% | +27.3% | -13.4% | +5.6% |
| 3Y | +94.0% | +50.9% | +43.1% | +68.6% |
| 5Y | +184.0% | +81.4% | +102.6% | +132.4% |
| 10Y | +406.8% | +417.0% | -10.2% | +212.0% |
| All | +17,451.9% | +11,319.5% | +6,132.4% | +6,087.1% |
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