+81.7%
KO vs AMT
-32.2%
+113.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | +1.5% | -2.2% | -1.1% |
| 30D | +0.8% | +3.7% | -3.0% | -0.1% |
| 3M | +8.3% | -7.2% | +15.5% | +10.1% |
| 6M | +14.0% | -4.2% | +18.2% | +14.7% |
| YTD | +26.9% | +1.9% | +25.0% | +25.5% |
| 1Y | +32.7% | -6.4% | +39.0% | +33.9% |
| 3Y | +63.9% | +7.7% | +56.2% | +58.4% |
| 5Y | +81.7% | -30.9% | +112.6% | +97.0% |
| All | +81.7% | -32.2% | +113.9% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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