+55.0%
COR vs AMIX
-99.9%
+154.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.9% |
| 7D | +2.8% | -13.7% | +16.5% | +2.8% |
| 30D | +4.5% | -62.1% | +66.6% | +4.4% |
| 3M | +22.7% | -46.2% | +68.8% | +23.2% |
| 6M | -9.7% | -46.4% | +36.7% | -9.3% |
| YTD | -1.4% | -60.3% | +58.8% | -0.9% |
| 1Y | +13.9% | -79.7% | +93.6% | +14.5% |
| All | +55.0% | -99.9% | +154.8% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling