+156.4%
AMAT vs LIN
+70.5%
+86.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -5.0% |
| 7D | -11.2% | +3.3% | -14.5% | -13.4% |
| 30D | -31.9% | +8.8% | -40.7% | -36.1% |
| 3M | -32.3% | +8.6% | -41.0% | -36.7% |
| 6M | -5.4% | +7.0% | -12.4% | -11.7% |
| YTD | +44.3% | +24.3% | +20.0% | +18.0% |
| 1Y | +61.4% | +27.3% | +34.1% | +28.9% |
| 3Y | +170.6% | +38.9% | +131.7% | +95.6% |
| 5Y | +156.4% | +69.4% | +87.1% | +47.8% |
| All | +156.4% | +70.5% | +86.0% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling