+337.5%
AMD vs LITE
+893.2%
-555.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.7% | +3.2% |
| 7D | +2.6% | -1.5% | +4.1% | +3.2% |
| 30D | -0.9% | +6.7% | -7.6% | -4.4% |
| 3M | -8.7% | -6.8% | -2.0% | -7.6% |
| 6M | +136.3% | +29.4% | +106.9% | +100.5% |
| YTD | +123.0% | +139.1% | -16.1% | +41.3% |
| 1Y | +195.2% | +521.0% | -325.8% | +14.2% |
| 3Y | +336.3% | +1,535.3% | -1,198.9% | -7.9% |
| All | +337.5% | +893.2% | -555.7% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling