-20.3%
AMT vs CCEP
+148.1%
-168.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +0.5% | +2.6% | -2.0% | -0.4% |
| 30D | +13.6% | +15.1% | -1.5% | +7.7% |
| 3M | +11.5% | +7.3% | +4.2% | +8.4% |
| 6M | +6.9% | +23.4% | -16.5% | -1.6% |
| YTD | +10.8% | +29.4% | -18.6% | -0.2% |
| 1Y | +10.3% | +34.2% | -23.9% | -2.1% |
| 3Y | +12.4% | +108.4% | -95.9% | -15.8% |
| All | -20.3% | +148.1% | -168.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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