+337.4%
AMD vs LITE
+1,375.1%
-1,037.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.9% | +8.9% | +3.8% |
| 7D | -15.5% | -31.4% | +15.9% | -3.9% |
| 30D | -22.6% | -42.6% | +20.0% | -6.8% |
| 3M | -5.7% | -26.2% | +20.5% | +2.9% |
| 6M | +43.1% | -35.8% | +78.9% | +59.3% |
| YTD | +128.2% | +70.0% | +58.2% | +73.6% |
| 1Y | +95.5% | +232.7% | -137.3% | +10.7% |
| All | +337.4% | +1,375.1% | -1,037.7% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling