+614.9%
AMD vs EOSE
-81.0%
+695.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.5% | -14.3% | -9.5% |
| 7D | +18.9% | +9.8% | +9.2% | +17.2% |
| 30D | -6.4% | -2.1% | -4.4% | -6.6% |
| 3M | +10.6% | -54.1% | +64.7% | +20.7% |
| 6M | +19.9% | -76.9% | +96.8% | +41.3% |
| YTD | +149.4% | -83.3% | +232.7% | +197.7% |
| 1Y | +115.4% | -87.4% | +202.8% | +163.7% |
| 3Y | +357.3% | +61.9% | +295.4% | +295.3% |
| 5Y | +261.1% | -82.1% | +343.2% | +219.4% |
| All | +614.9% | -81.0% | +695.9% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling