+412.4%
MDLZ vs AMP
+2,123.7%
-1,711.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.7% | +0.2% | -2.0% | -1.8% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +1.3% | +23.6% | -22.2% | -3.4% |
| 6M | +6.2% | +20.4% | -14.2% | +1.7% |
| YTD | +15.8% | +15.4% | +0.4% | +11.5% |
| 1Y | +4.1% | +11.0% | -6.8% | +0.9% |
| 3Y | -4.1% | +70.5% | -74.6% | -17.0% |
| 5Y | +13.4% | +121.4% | -108.0% | -9.0% |
| 10Y | +75.7% | +575.6% | -499.8% | +3.9% |
| All | +412.4% | +2,123.7% | -1,711.4% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling