+404.9%
CORZ vs AMCR
+5.8%
+399.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -3.0% | -5.0% | +2.0% | -1.8% |
| 30D | -12.1% | -8.0% | -4.1% | -10.4% |
| 3M | -32.4% | +14.3% | -46.7% | -36.1% |
| 6M | +12.4% | +5.3% | +7.0% | +8.4% |
| YTD | +19.3% | +7.7% | +11.6% | +13.7% |
| 1Y | +8.6% | +10.8% | -2.2% | +2.1% |
| All | +404.9% | +5.8% | +399.1% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling