-34.1%
CORZ vs AME
+21.9%
-55.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.2% | +4.0% | +2.5% |
| 7D | +1.7% | -1.5% | +3.2% | +5.0% |
| 30D | -17.5% | -4.2% | -13.3% | -11.4% |
| 3M | -39.5% | -5.9% | -33.5% | -33.4% |
| 6M | -44.5% | +2.8% | -47.3% | -44.4% |
| YTD | -12.6% | +16.6% | -29.2% | -24.7% |
| All | -34.1% | +21.9% | -55.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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