+1.9%
MDLZ vs AWK
+3.4%
-1.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +2.2% | -2.1% | -0.9% |
| 30D | -1.6% | +4.4% | -6.0% | -3.3% |
| 3M | +0.9% | +15.4% | -14.5% | -4.0% |
| 6M | +7.3% | +3.5% | +3.8% | +5.4% |
| YTD | +16.4% | +9.8% | +6.6% | +12.4% |
| All | +1.9% | +3.4% | -1.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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