+1,051.1%
LITE vs AMDL
+47.6%
+1,003.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +22.3% | -16.6% | -1.2% |
| 7D | -35.9% | -26.2% | -9.7% | -30.3% |
| 30D | -51.5% | -57.1% | +5.6% | -38.5% |
| 3M | -35.7% | -29.8% | -5.9% | -29.7% |
| 6M | -43.0% | -22.2% | -20.7% | -41.9% |
| YTD | +46.1% | +142.1% | -96.0% | -2.5% |
| 1Y | +124.7% | +85.8% | +38.9% | +60.9% |
| All | +1,051.1% | +47.6% | +1,003.5% | +532.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling