+225.0%
KO vs AMC
-98.1%
+323.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -0.9% |
| 7D | -1.8% | +2.3% | -4.1% | -1.8% |
| 30D | +1.4% | -0.7% | +2.2% | +1.4% |
| 3M | +15.4% | +35.2% | -19.8% | +15.0% |
| 6M | +14.3% | +124.6% | -110.3% | +13.4% |
| YTD | +27.7% | +69.9% | -42.2% | +26.9% |
| 1Y | +32.7% | -2.6% | +35.3% | +32.4% |
| 3Y | +62.2% | -79.8% | +142.0% | +62.7% |
| 5Y | +80.0% | -99.4% | +179.4% | +83.2% |
| 10Y | +175.6% | -98.9% | +274.5% | +167.3% |
| All | +225.0% | -98.1% | +323.1% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 all: compounded portfolio wealth divided by compounded AMC 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…
all analysis · Full analysis span regression · 6 months rolling