+22.8%
MDLZ vs AMT
+9.0%
+13.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +2.3% | +1.5% | +0.8% | +1.8% |
| 30D | +7.9% | +6.8% | +1.1% | +5.9% |
| 3M | +7.3% | +11.2% | -4.0% | +3.9% |
| 6M | +11.7% | +12.5% | -0.8% | +7.4% |
| YTD | +28.7% | +12.5% | +16.2% | +23.6% |
| 1Y | +22.8% | +10.1% | +12.7% | +18.8% |
| All | +22.8% | +9.0% | +13.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling