+23.0%
MMM vs AMDL
+108.7%
-85.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.9% | +9.5% |
| 7D | +12.2% | -30.7% | +43.0% | +12.9% |
| 30D | +18.8% | -43.8% | +62.6% | +19.9% |
| 3M | +7.4% | -24.5% | +31.9% | +7.4% |
| 6M | +38.3% | +44.7% | -6.4% | +34.8% |
| YTD | +22.9% | +204.0% | -181.1% | +15.0% |
| 1Y | +23.0% | +109.1% | -86.1% | +17.0% |
| All | +23.0% | +108.7% | -85.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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