+77.1%
KO vs AMDL
+102.5%
-25.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.6% | +19.4% | +1.3% |
| 7D | +3.7% | +37.2% | -33.5% | +4.9% |
| 30D | +8.1% | -24.0% | +32.2% | +8.0% |
| 3M | +14.2% | -1.0% | +15.2% | +15.2% |
| 6M | +25.2% | -3.2% | +28.4% | +27.0% |
| YTD | +44.7% | +232.2% | -187.5% | +50.9% |
| 1Y | +43.4% | +137.7% | -94.4% | +48.7% |
| All | +77.1% | +102.5% | -25.4% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling