-12.8%
MDLZ vs AMIX
-99.9%
+87.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | -1.7% | -13.7% | +12.0% | -1.7% |
| 30D | -2.1% | -62.1% | +60.0% | -2.0% |
| 3M | +1.3% | -46.2% | +47.5% | +0.5% |
| 6M | +6.2% | -46.4% | +52.6% | +5.3% |
| YTD | +15.8% | -60.3% | +76.0% | +14.7% |
| 1Y | +4.1% | -79.7% | +83.8% | +3.1% |
| All | -12.8% | -99.9% | +87.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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