+87.6%
EOSE vs AMDL
+145.7%
-58.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +11.9% | -20.9% | -12.8% |
| 7D | -3.7% | +103.5% | -107.3% | -25.3% |
| 30D | -22.0% | -18.3% | -3.7% | -20.9% |
| 3M | -57.3% | +20.1% | -77.4% | -62.3% |
| 6M | -77.7% | +15.9% | -93.6% | -81.3% |
| YTD | -84.2% | +303.0% | -387.2% | -91.4% |
| 1Y | -89.5% | +164.0% | -253.5% | -93.6% |
| All | +87.6% | +145.7% | -58.1% | -23.7% |
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