+47.6%
AMDL vs EAT
+333.3%
-285.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.9% | +25.1% | +23.6% |
| 7D | -26.2% | -2.6% | -23.6% | -24.9% |
| 30D | -57.1% | +11.5% | -68.6% | -58.9% |
| 3M | -29.8% | -9.1% | -20.7% | -27.6% |
| 6M | -22.2% | +40.4% | -62.6% | -37.9% |
| YTD | +142.1% | +43.9% | +98.2% | +89.4% |
| 1Y | +85.8% | +101.9% | -16.1% | +17.3% |
| All | +47.6% | +333.3% | -285.7% | -54.7% |
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