+21.4%
MDLZ vs AMP
+84.2%
-62.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +2.2% | +3.3% | -1.2% | +1.7% |
| 30D | +10.1% | +4.2% | +5.9% | +9.4% |
| 3M | +9.1% | -6.4% | +15.5% | +10.0% |
| 6M | +10.0% | +12.4% | -2.4% | +7.8% |
| YTD | +26.8% | +7.4% | +19.4% | +24.8% |
| 1Y | +22.5% | +14.7% | +7.8% | +19.1% |
| 3Y | +5.3% | +60.8% | -55.5% | -7.8% |
| 5Y | +21.4% | +83.4% | -62.0% | -0.2% |
| All | +21.4% | +84.2% | -62.8% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling