+415.6%
MDLZ vs AWK
+1,043.1%
-627.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +1.1% |
| 30D | +10.1% | +16.7% | -6.5% | +3.5% |
| 3M | +9.1% | +11.7% | -2.6% | +4.2% |
| 6M | +10.0% | +21.9% | -11.9% | +1.5% |
| YTD | +26.8% | +17.6% | +9.2% | +18.3% |
| 1Y | +22.5% | +19.8% | +2.7% | +13.3% |
| 3Y | +5.3% | +31.0% | -25.7% | -7.3% |
| 5Y | +21.4% | -3.0% | +24.4% | +19.3% |
| 10Y | +102.0% | +156.8% | -54.7% | +35.7% |
| All | +415.6% | +1,043.1% | -627.5% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling