+145.7%
AMDL vs EAT
+314.5%
-168.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.4% | +12.6% |
| 7D | +103.5% | -7.1% | +110.6% | +109.3% |
| 30D | -18.3% | -2.3% | -16.0% | -17.1% |
| 3M | +20.1% | -19.6% | +39.7% | +31.3% |
| 6M | +15.9% | +46.0% | -30.1% | -9.4% |
| YTD | +303.0% | +37.7% | +265.3% | +220.9% |
| 1Y | +164.0% | +73.8% | +90.2% | +79.8% |
| All | +145.7% | +314.5% | -168.9% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling