+420.1%
CORZ vs AMCR
+7.8%
+412.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.4% | -1.9% | +10.2% | +8.8% |
| 30D | -17.8% | -4.1% | -13.7% | -17.0% |
| 3M | -35.9% | +21.7% | -57.6% | -40.4% |
| 6M | +12.9% | +1.5% | +11.5% | +10.1% |
| YTD | +22.9% | +13.1% | +9.7% | +15.8% |
| 1Y | +31.4% | +13.0% | +18.4% | +23.4% |
| All | +420.1% | +7.8% | +412.3% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling