+1,587.5%
AMAT vs LIN
+358.9%
+1,228.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.1% |
| 7D | -1.5% | -2.1% | +0.6% | +0.2% |
| 30D | -14.8% | -2.4% | -12.4% | -13.4% |
| 3M | -9.3% | -5.6% | -3.7% | -6.4% |
| 6M | +27.4% | -3.4% | +30.8% | +28.0% |
| YTD | +77.6% | +13.1% | +64.5% | +55.3% |
| 1Y | +188.9% | +2.5% | +186.5% | +172.7% |
| 3Y | +202.3% | +27.6% | +174.7% | +132.1% |
| 5Y | +248.9% | +63.0% | +185.9% | +114.7% |
| All | +1,587.5% | +358.9% | +1,228.6% | +364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling