+107.6%
MDLZ vs AMP
+459.2%
-351.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +2.3% | +3.9% | -1.6% | +1.3% |
| 30D | +7.9% | +5.1% | +2.8% | +6.6% |
| 3M | +7.3% | -8.7% | +15.9% | +9.5% |
| 6M | +11.7% | +11.4% | +0.3% | +8.3% |
| YTD | +28.7% | +7.3% | +21.4% | +25.3% |
| 1Y | +22.8% | +14.6% | +8.2% | +17.4% |
| 3Y | +6.6% | +61.2% | -54.6% | -9.6% |
| 5Y | +23.2% | +81.0% | -57.9% | -1.4% |
| All | +107.6% | +459.2% | -351.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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