+4,250.2%
KO vs AME
+18,712.2%
-14,462.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.4% | +2.8% | -2.4% | -0.2% |
| 30D | +1.5% | -6.3% | +7.8% | +2.8% |
| 3M | +11.8% | +5.4% | +6.4% | +10.3% |
| 6M | +16.2% | +7.4% | +8.8% | +14.0% |
| YTD | +28.1% | +16.2% | +11.9% | +23.4% |
| 1Y | +34.8% | +26.8% | +7.9% | +27.3% |
| 3Y | +65.5% | +57.5% | +8.0% | +47.6% |
| 5Y | +81.6% | +84.8% | -3.3% | +55.8% |
| 10Y | +176.7% | +424.3% | -247.6% | +91.4% |
| All | +4,250.2% | +18,712.2% | -14,462.1% | +1,527.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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