+55.8%
KO vs AMDL
+115.6%
-59.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.1% |
| 7D | -1.1% | +20.7% | -21.8% | -0.6% |
| 30D | +1.6% | +9.4% | -7.9% | +1.9% |
| 3M | +5.8% | +5.6% | +0.1% | +6.5% |
| 6M | +14.3% | +340.3% | -326.0% | +18.5% |
| YTD | +27.3% | +253.6% | -226.3% | +31.9% |
| 1Y | +33.2% | +443.4% | -410.2% | +39.4% |
| All | +55.8% | +115.6% | -59.8% | +62.7% |
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