+1,111.0%
AMAT vs LIN
+430.4%
+680.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.7% | -12.9% | -13.0% |
| 7D | -24.3% | +3.6% | -27.9% | -26.6% |
| 30D | -39.8% | +6.4% | -46.2% | -43.1% |
| 3M | -40.2% | +6.5% | -46.7% | -43.8% |
| 6M | -22.1% | +4.9% | -27.0% | -26.8% |
| YTD | +24.7% | +23.4% | +1.2% | +0.9% |
| 1Y | +33.3% | +26.3% | +6.9% | +5.2% |
| 3Y | +133.9% | +38.0% | +95.9% | +68.0% |
| 5Y | +117.1% | +68.0% | +49.1% | +29.9% |
| All | +1,111.0% | +430.4% | +680.7% | +219.6% |
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