+330.1%
EOSE vs AMDL
+131.0%
+199.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.0% | -9.5% | -5.4% |
| 7D | +15.0% | +29.0% | -14.0% | +6.1% |
| 30D | +2.5% | +19.1% | -16.6% | -3.6% |
| 3M | -33.7% | +1.8% | -35.5% | -37.4% |
| 6M | -32.7% | +374.4% | -407.1% | -62.4% |
| YTD | -63.8% | +278.9% | -342.7% | -78.6% |
| 1Y | -40.5% | +510.6% | -551.1% | -70.3% |
| All | +330.1% | +131.0% | +199.1% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling