+1.3%
MDLZ vs AMDL
+87.1%
-85.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +26.8% | -26.1% | +1.4% |
| 7D | +0.1% | +10.3% | -10.2% | +0.7% |
| 30D | +10.0% | -38.3% | +48.3% | +9.3% |
| 3M | +7.1% | -8.7% | +15.8% | +7.5% |
| 6M | +9.8% | -14.4% | +24.2% | +10.4% |
| YTD | +26.6% | +206.9% | -180.3% | +28.8% |
| 1Y | +20.3% | +144.4% | -124.1% | +22.2% |
| All | +1.3% | +87.1% | -85.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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