+345.6%
EOSE vs AMDL
+117.8%
+227.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +11.7% | -0.9% | +7.1% |
| 7D | +41.4% | +19.9% | +21.5% | +33.7% |
| 30D | +3.6% | +6.3% | -2.6% | +1.2% |
| 3M | -35.7% | -9.9% | -25.8% | -36.8% |
| 6M | -29.9% | +394.3% | -424.2% | -61.3% |
| YTD | -62.5% | +257.3% | -319.8% | -77.3% |
| 1Y | -37.4% | +508.5% | -546.0% | -68.6% |
| All | +345.6% | +117.8% | +227.8% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling