+68.4%
COR vs AMIX
-100.0%
+168.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +3.0% |
| 7D | +7.8% | -9.9% | +17.7% | +7.8% |
| 30D | +7.0% | -52.8% | +59.8% | +6.9% |
| 3M | +16.3% | -80.0% | +96.3% | +16.0% |
| 6M | +41.3% | -80.2% | +121.5% | +41.7% |
| YTD | +7.1% | -88.1% | +95.3% | +7.5% |
| 1Y | -0.8% | -91.1% | +90.2% | -0.4% |
| All | +68.4% | -100.0% | +168.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 5y: compounded portfolio wealth divided by compounded AMIX 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…
5y analysis · Full analysis span regression · 6 months rolling