-17.0%
AAOI vs MDLZ
+12.9%
-29.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +1.9% |
| 7D | -0.2% | +1.9% | -2.1% | +2.8% |
| 30D | -23.7% | +0.4% | -24.1% | -22.6% |
| 3M | -39.0% | -0.6% | -38.4% | -32.9% |
| 6M | -17.0% | +14.7% | -31.8% | -15.4% |
| All | -17.0% | +12.9% | -29.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 6mo: compounded portfolio wealth divided by compounded MDLZ 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…
6mo analysis · Full analysis span regression · 6 months rolling