-42.9%
CORZ vs AMDL
+62.4%
-105.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +22.3% | -18.9% | -3.7% |
| 7D | -11.2% | -26.2% | +15.0% | -4.8% |
| 30D | -26.2% | -57.1% | +30.9% | -7.0% |
| 3M | -44.1% | -29.8% | -14.3% | -40.5% |
| 6M | -52.3% | -22.2% | -30.0% | -53.8% |
| YTD | -19.2% | +142.1% | -161.4% | -51.2% |
| 1Y | -42.9% | +85.8% | -128.7% | -64.8% |
| All | -42.9% | +62.4% | -105.3% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling