+33.3%
MDLZ vs ACHR
-52.6%
+85.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | +0.6% |
| 7D | +0.1% | +15.3% | -15.3% | 0.0% |
| 30D | +10.0% | -3.0% | +13.0% | +10.0% |
| 3M | +7.1% | -14.0% | +21.0% | +7.2% |
| 6M | +9.8% | -25.8% | +35.6% | +10.2% |
| YTD | +26.6% | -36.0% | +62.7% | +27.3% |
| 1Y | +20.3% | -41.2% | +61.5% | +21.0% |
| 3Y | +5.4% | -8.6% | +14.0% | +2.6% |
| 5Y | +22.2% | -20.6% | +42.8% | +16.8% |
| All | +33.3% | -52.6% | +85.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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