+301.8%
AMD vs EOSE
-16.7%
+318.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -7.4% | +18.5% | +12.2% |
| 7D | -11.0% | -7.9% | -3.1% | -9.8% |
| 30D | -30.5% | -43.9% | +13.4% | -24.3% |
| 3M | -8.2% | -55.8% | +47.6% | +2.9% |
| 6M | +6.6% | -73.4% | +80.0% | +27.0% |
| YTD | +109.7% | -84.8% | +194.5% | +161.9% |
| 1Y | +88.9% | -88.6% | +177.5% | +141.1% |
| 3Y | +301.8% | -2.8% | +304.6% | +314.7% |
| All | +301.8% | -16.7% | +318.6% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling