+24.4%
MDLZ vs AFL
+18.6%
+5.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.1% |
| 7D | +8.9% | +2.9% | +6.0% | +7.8% |
| 30D | +15.2% | +11.5% | +3.7% | +11.3% |
| 3M | +9.5% | +0.6% | +8.9% | +8.8% |
| 6M | +11.7% | +11.7% | 0.0% | +8.8% |
| YTD | +28.4% | +15.4% | +13.0% | +23.9% |
| 1Y | +24.4% | +17.6% | +6.9% | +19.3% |
| All | +24.4% | +18.6% | +5.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling