+74.8%
MDLZ vs AMBA
-7.1%
+81.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.7% | -11.0% | +9.2% | -1.3% |
| 30D | -2.1% | -23.2% | +21.1% | -1.1% |
| 3M | +1.3% | -12.7% | +14.0% | +1.2% |
| 6M | +6.2% | +11.2% | -5.0% | +4.3% |
| YTD | +15.8% | -11.2% | +27.0% | +14.9% |
| 1Y | +4.1% | -22.5% | +26.7% | +3.7% |
| 3Y | -4.1% | -1.3% | -2.8% | -8.1% |
| 5Y | +13.4% | -54.2% | +67.5% | +10.4% |
| All | +74.8% | -7.1% | +81.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling