+87.9%
MDLZ vs AMP
+570.9%
-483.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | 0.0% | 0.0% | -0.1% | -0.1% |
| 30D | +1.4% | -1.0% | +2.5% | +1.7% |
| 3M | 0.0% | +23.2% | -23.2% | -4.9% |
| 6M | +9.1% | +20.4% | -11.3% | +4.1% |
| YTD | +17.9% | +13.6% | +4.3% | +13.6% |
| 1Y | +3.2% | +13.4% | -10.1% | -0.6% |
| 3Y | -2.5% | +66.5% | -69.0% | -16.9% |
| 5Y | +17.6% | +120.2% | -102.6% | -9.2% |
| 10Y | +87.9% | +576.5% | -488.6% | +21.0% |
| All | +87.9% | +570.9% | -483.0% | +21.0% |
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