+56.7%
KO vs AMDL
+117.8%
-61.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.3% | +0.6% |
| 7D | +0.4% | +19.9% | -19.5% | +0.9% |
| 30D | +1.5% | +6.3% | -4.7% | +1.8% |
| 3M | +11.8% | -9.9% | +21.7% | +12.3% |
| 6M | +16.2% | +394.3% | -378.1% | +20.8% |
| YTD | +28.1% | +257.3% | -229.2% | +32.8% |
| 1Y | +34.8% | +508.5% | -473.8% | +41.3% |
| All | +56.7% | +117.8% | -61.1% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling