-41.9%
EOSE vs AMDL
+418.8%
-460.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.7% | +2.8% | -1.4% |
| 7D | +14.0% | +20.7% | -6.7% | +6.5% |
| 30D | -5.9% | +9.4% | -15.3% | -9.7% |
| 3M | -34.3% | +5.6% | -39.9% | -39.7% |
| 6M | -37.8% | +340.3% | -378.0% | -68.7% |
| YTD | -65.2% | +253.6% | -318.8% | -81.2% |
| 1Y | -41.9% | +443.4% | -485.3% | -70.5% |
| All | -41.9% | +418.8% | -460.7% | -70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling