+76.3%
CCEP vs AMDL
+119.6%
-43.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.3% | -14.1% | +0.4% |
| 7D | +1.8% | +18.5% | -16.8% | +2.1% |
| 30D | +12.2% | -24.2% | +36.4% | +12.3% |
| 3M | +10.7% | +11.5% | -0.8% | +11.0% |
| 6M | +27.5% | -1.0% | +28.5% | +27.4% |
| YTD | +31.3% | +260.3% | -228.9% | +30.1% |
| 1Y | +29.9% | +178.2% | -148.3% | +28.8% |
| All | +76.3% | +119.6% | -43.3% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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