+52.7%
MDLZ vs AVTR
+5.1%
+47.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | +1.7% | -3.6% | +5.3% | +2.1% |
| 30D | +11.2% | +0.8% | +10.4% | +11.0% |
| 3M | +6.1% | +17.4% | -11.2% | +3.7% |
| 6M | +8.6% | +83.5% | -75.0% | -0.6% |
| YTD | +25.8% | +35.0% | -9.1% | +19.7% |
| 1Y | +21.7% | +36.7% | -15.0% | +15.4% |
| 3Y | +5.8% | -15.3% | +21.1% | +4.4% |
| 5Y | +21.4% | -59.5% | +80.9% | +34.0% |
| All | +52.7% | +5.1% | +47.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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