+195.2%
AMD vs LITE
+543.3%
-348.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.7% | +3.6% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | -0.9% | +6.7% | -7.6% | -3.2% |
| 3M | -8.7% | -6.8% | -2.0% | -9.0% |
| 6M | +136.3% | +29.4% | +106.9% | +116.7% |
| YTD | +123.0% | +139.1% | -16.1% | +82.8% |
| 1Y | +195.2% | +521.0% | -325.8% | +111.8% |
| All | +195.2% | +543.3% | -348.1% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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