+27,671.6%
AMD vs LITE
+3,269.6%
+24,402.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.9% | +8.9% | +4.2% |
| 7D | -15.5% | -31.4% | +15.9% | -2.1% |
| 30D | -22.6% | -42.6% | +20.0% | -4.1% |
| 3M | -5.7% | -26.2% | +20.5% | +3.8% |
| 6M | +43.1% | -35.8% | +78.9% | +61.7% |
| YTD | +128.2% | +70.0% | +58.2% | +61.1% |
| 1Y | +95.5% | +232.7% | -137.3% | -1.0% |
| 3Y | +335.4% | +1,365.7% | -1,030.3% | +1.6% |
| 5Y | +255.5% | +609.5% | -354.0% | +12.7% |
| 10Y | +7,350.9% | +1,721.9% | +5,629.0% | +1,366.7% |
| All | +27,671.6% | +3,269.6% | +24,402.0% | +4,502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling