-15.7%
AMDL vs EAT
+45.6%
-61.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -1.5% | +28.2% | +26.9% |
| 7D | +10.3% | -3.9% | +14.2% | +11.5% |
| 30D | -38.3% | +5.0% | -43.3% | -37.5% |
| 3M | -8.7% | -9.6% | +0.9% | -8.8% |
| All | -15.7% | +45.6% | -61.3% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling