+337.4%
AMD vs LIN
+38.9%
+298.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | 0.0% |
| 7D | -15.5% | +3.3% | -18.8% | -16.8% |
| 30D | -22.6% | +8.8% | -31.4% | -25.7% |
| 3M | -5.7% | +8.6% | -14.4% | -9.6% |
| 6M | +43.1% | +7.0% | +36.1% | +37.1% |
| YTD | +128.2% | +24.3% | +104.0% | +96.5% |
| 1Y | +95.5% | +27.3% | +68.2% | +65.5% |
| All | +337.4% | +38.9% | +298.5% | +260.7% |
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 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