+989.3%
LITE vs AMDL
+20.7%
+968.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -34.9% | +16.2% | -7.9% |
| 7D | -44.6% | -52.7% | +8.1% | -30.9% |
| 30D | -55.0% | -65.3% | +10.3% | -38.8% |
| 3M | -38.3% | -40.8% | +2.5% | -28.4% |
| 6M | -48.8% | -12.9% | -35.9% | -49.9% |
| YTD | +38.3% | +98.0% | -59.7% | -1.3% |
| 1Y | +119.0% | +30.1% | +88.9% | +74.4% |
| All | +989.3% | +20.7% | +968.6% | +540.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling