+322.1%
CORZ vs AME
+48.1%
+274.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.5% |
| 7D | +23.5% | +5.9% | +17.6% | +16.1% |
| 30D | +7.5% | -1.9% | +9.4% | +11.4% |
| 3M | -26.6% | -5.4% | -21.2% | -20.9% |
| 6M | -39.5% | +4.9% | -44.4% | -40.9% |
| YTD | -0.3% | +18.5% | -18.7% | -13.3% |
| 1Y | -4.2% | +25.5% | -29.7% | -21.2% |
| All | +322.1% | +48.1% | +274.0% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling