+55.3%
KO vs AMDL
+131.0%
-75.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.0% | -7.0% | -0.8% |
| 7D | -0.8% | +29.0% | -29.7% | -0.1% |
| 30D | +0.8% | +19.1% | -18.3% | +1.4% |
| 3M | +8.3% | +1.8% | +6.6% | +9.1% |
| 6M | +14.0% | +374.4% | -360.4% | +18.5% |
| YTD | +26.9% | +278.9% | -252.0% | +31.8% |
| 1Y | +32.7% | +510.6% | -477.9% | +39.2% |
| All | +55.3% | +131.0% | -75.7% | +62.5% |
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