+31.4%
CORZ vs AMT
-7.7%
+39.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.5% |
| 7D | +8.4% | -0.2% | +8.6% | +8.2% |
| 30D | -17.8% | +4.6% | -22.5% | -16.0% |
| 3M | -35.9% | -8.4% | -27.5% | -36.7% |
| 6M | +12.9% | -6.0% | +19.0% | +13.0% |
| YTD | +22.9% | +2.1% | +20.7% | +25.1% |
| 1Y | +31.4% | -6.4% | +37.7% | +30.0% |
| All | +31.4% | -7.7% | +39.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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