+309.3%
EOSE vs AMDL
+126.1%
+183.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -2.6% |
| 7D | +1.8% | +15.9% | -14.1% | -3.0% |
| 30D | -6.8% | +10.5% | -17.3% | -10.3% |
| 3M | -36.3% | -4.7% | -31.6% | -38.3% |
| 6M | -38.8% | +355.2% | -393.9% | -65.4% |
| YTD | -65.5% | +270.9% | -336.4% | -79.5% |
| 1Y | -45.3% | +499.5% | -544.8% | -72.5% |
| All | +309.3% | +126.1% | +183.3% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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