+1,783.4%
LITE vs AMDL
+95.0%
+1,688.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | +1.4% |
| 7D | -1.5% | +4.5% | -6.1% | -2.8% |
| 30D | +6.7% | -4.4% | +11.1% | +8.2% |
| 3M | -6.8% | -30.5% | +23.7% | +0.4% |
| 6M | +29.4% | +300.9% | -271.4% | -19.0% |
| YTD | +139.1% | +219.9% | -80.8% | +49.3% |
| 1Y | +521.0% | +374.7% | +146.3% | +222.8% |
| All | +1,783.4% | +95.0% | +1,688.4% | +867.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling