+448.7%
KO vs AMT
+1,311.4%
-862.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +1.4% | +4.6% | -3.2% | +1.0% |
| 3M | +15.4% | -8.4% | +23.8% | +16.3% |
| 6M | +14.3% | -6.0% | +20.3% | +14.8% |
| YTD | +27.7% | +2.1% | +25.5% | +27.1% |
| 1Y | +32.7% | -6.4% | +39.1% | +33.2% |
| 3Y | +62.2% | +8.1% | +54.1% | +60.1% |
| 5Y | +80.0% | -31.9% | +111.9% | +84.4% |
| 10Y | +175.6% | +97.1% | +78.5% | +161.0% |
| All | +448.7% | +1,311.4% | -862.7% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling