+11.8%
COR vs AMRZ
-17.3%
+29.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.9% |
| 7D | -1.9% | -2.0% | +0.1% | -1.9% |
| 30D | +1.5% | -9.8% | +11.4% | +1.5% |
| 3M | +18.7% | -17.2% | +35.9% | +18.7% |
| 6M | -9.0% | -26.9% | +17.9% | -9.0% |
| YTD | -3.3% | -21.5% | +18.2% | -3.1% |
| 1Y | +9.8% | -22.9% | +32.7% | +10.7% |
| All | +11.8% | -17.3% | +29.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling