+95.0%
AMDL vs EAT
+382.9%
-287.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +8.9% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -4.4% | +1.9% | -6.3% | -5.9% |
| 3M | -30.5% | +68.7% | -99.1% | -48.6% |
| 6M | +300.9% | +66.9% | +234.0% | +193.1% |
| YTD | +219.9% | +60.4% | +159.5% | +139.3% |
| 1Y | +374.7% | +44.0% | +330.7% | +270.7% |
| All | +95.0% | +382.9% | -287.9% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling