+241.9%
CORZ vs AMT
+2.5%
+239.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +2.6% |
| 7D | -11.2% | +0.5% | -11.8% | -11.0% |
| 30D | -26.2% | +13.6% | -39.8% | -23.9% |
| 3M | -44.1% | +11.5% | -55.6% | -42.6% |
| 6M | -52.3% | +6.9% | -59.2% | -50.9% |
| YTD | -19.2% | +10.8% | -30.1% | -16.6% |
| 1Y | -42.9% | +10.3% | -53.2% | -41.0% |
| All | +241.9% | +2.5% | +239.3% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling