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  • LITE vs AMP✓SelectedUSD · AMPLITE vs AMP performance historyLatest closeAs of+1.07%09/09
Stock and ETF performance explorer

LITE vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,614.7%
AMP return
+570.9%
Excess return
+2,043.8%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
1D+1.1%-0.9%+1.9%+1.5%
7D+13.6%0.0%+13.6%+13.5%
30D+21.6%-1.0%+22.6%+21.8%
3M+20.3%+23.2%-2.9%+6.1%
6M+54.4%+20.4%+34.0%+37.3%
YTD+168.3%+13.6%+154.7%+143.3%
1Y+551.8%+13.4%+538.5%+493.6%
3Y+1,891.5%+66.5%+1,825.0%+1,413.4%
5Y+1,014.7%+120.2%+894.5%+628.2%
10Y+2,614.7%+576.5%+2,038.2%+959.3%
All+2,614.7%+570.9%+2,043.8%+959.3%

Cumulative growth

Daily Returns

Daily percentage return beside AMP.

Daily Out/Under-Performance

Portfolio return minus AMP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × AMP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AMP 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling