+2,754.7%
COR vs AMP
+1,967.6%
+787.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.7% |
| 7D | +7.8% | +3.9% | +3.9% | +6.8% |
| 30D | +7.0% | +5.1% | +1.9% | +5.7% |
| 3M | +16.3% | -8.7% | +24.9% | +18.9% |
| 6M | +41.3% | +11.4% | +29.9% | +37.1% |
| YTD | +7.1% | +7.3% | -0.2% | +4.4% |
| 1Y | -0.8% | +14.6% | -15.4% | -5.1% |
| 3Y | +85.0% | +61.2% | +23.8% | +58.1% |
| 5Y | +203.9% | +81.0% | +122.8% | +146.3% |
| 10Y | +510.3% | +468.0% | +42.3% | +249.5% |
| All | +2,754.7% | +1,967.6% | +787.1% | +1,023.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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