+40.5%
MDLZ vs AVTR
+1.7%
+38.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -1.7% | +2.7% | -4.4% | -2.1% |
| 30D | -2.1% | +12.1% | -14.2% | -3.7% |
| 3M | +1.3% | +57.2% | -55.9% | -5.0% |
| 6M | +6.2% | +73.1% | -66.9% | -2.0% |
| YTD | +15.8% | +30.6% | -14.8% | +10.8% |
| 1Y | +4.1% | +13.5% | -9.4% | +0.9% |
| 3Y | -4.1% | -31.0% | +26.9% | -2.1% |
| 5Y | +13.4% | -63.2% | +76.6% | +27.2% |
| All | +40.5% | +1.7% | +38.8% | +23.4% |
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