+117.8%
AMDL vs EAT
+366.7%
-248.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.4% | +15.0% | +13.2% |
| 7D | +19.9% | -4.9% | +24.9% | +22.6% |
| 30D | +6.3% | -1.2% | +7.5% | +5.8% |
| 3M | -9.9% | +52.2% | -62.1% | -29.8% |
| 6M | +394.3% | +65.0% | +329.3% | +261.5% |
| YTD | +257.3% | +55.0% | +202.3% | +171.0% |
| 1Y | +508.5% | +42.1% | +466.5% | +374.7% |
| All | +117.8% | +366.7% | -248.9% | -35.2% |
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