+119.6%
AMDL vs EAT
+321.1%
-201.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +2.9% | +11.5% | +13.1% |
| 7D | +18.5% | -8.9% | +27.5% | +24.2% |
| 30D | -24.2% | +3.4% | -27.6% | -24.9% |
| 3M | +11.5% | -9.3% | +20.8% | +15.0% |
| 6M | -1.0% | +43.8% | -44.8% | -21.8% |
| YTD | +260.3% | +39.9% | +220.4% | +185.1% |
| 1Y | +178.2% | +89.7% | +88.4% | +80.9% |
| All | +119.6% | +321.1% | -201.5% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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