-87.4%
EOSE vs AMDL
+130.1%
-217.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -17.6% | +23.1% | +12.0% |
| 7D | +9.8% | +37.2% | -27.4% | -5.5% |
| 30D | -2.1% | -24.0% | +22.0% | +0.4% |
| 3M | -54.1% | -1.0% | -53.1% | -58.4% |
| 6M | -76.9% | -3.2% | -73.7% | -81.1% |
| YTD | -83.3% | +232.2% | -315.6% | -93.0% |
| 1Y | -87.4% | +137.7% | -225.2% | -94.2% |
| All | -87.4% | +130.1% | -217.5% | -94.2% |
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