+302.1%
EOSE vs AMDL
+95.0%
+207.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.2% | +1.7% | +7.9% |
| 7D | +19.0% | +4.5% | +14.5% | +17.4% |
| 30D | +1.6% | -4.4% | +6.0% | +2.4% |
| 3M | -52.0% | -30.5% | -21.5% | -49.1% |
| 6M | -42.5% | +300.9% | -343.4% | -66.1% |
| YTD | -66.1% | +219.9% | -286.1% | -78.8% |
| 1Y | -47.1% | +374.7% | -421.9% | -71.6% |
| All | +302.1% | +95.0% | +207.1% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling