+281.7%
CORZ vs AME
+45.8%
+235.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -7.8% | -4.1% | -3.7% | -2.7% |
| 30D | -14.8% | -4.1% | -10.7% | -9.4% |
| 3M | -32.5% | -5.6% | -26.8% | -26.9% |
| 6M | -42.7% | +2.8% | -45.6% | -42.9% |
| YTD | -9.8% | +16.6% | -26.4% | -20.2% |
| 1Y | -31.9% | +21.1% | -53.0% | -41.9% |
| All | +281.7% | +45.8% | +235.9% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling