+169.4%
AMAT vs LIN
+38.9%
+130.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.1% |
| 7D | -11.2% | +3.3% | -14.5% | -12.2% |
| 30D | -31.9% | +8.8% | -40.7% | -34.0% |
| 3M | -32.3% | +8.6% | -41.0% | -34.6% |
| 6M | -5.4% | +7.0% | -12.4% | -8.9% |
| YTD | +44.3% | +24.3% | +20.0% | +26.2% |
| 1Y | +61.4% | +27.3% | +34.1% | +38.8% |
| All | +169.4% | +38.9% | +130.5% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling