+454.2%
MDLZ vs AMT
+968.5%
-514.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | +4.6% | -6.7% | -2.7% |
| 3M | +1.3% | -8.4% | +9.8% | +2.5% |
| 6M | +6.2% | -6.0% | +12.2% | +7.0% |
| YTD | +15.8% | +2.1% | +13.7% | +15.3% |
| 1Y | +4.1% | -6.4% | +10.5% | +4.8% |
| 3Y | -4.1% | +8.1% | -12.1% | -5.6% |
| 5Y | +13.4% | -31.9% | +45.3% | +17.4% |
| 10Y | +75.7% | +97.1% | -21.4% | +63.1% |
| All | +454.2% | +968.5% | -514.3% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling