+16.4%
APH vs LIN
+27.8%
-11.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.7% | -5.5% |
| 7D | -2.4% | +3.3% | -5.7% | -1.5% |
| 30D | -9.5% | +8.8% | -18.2% | -7.8% |
| 3M | -7.6% | +8.6% | -16.3% | -6.1% |
| 6M | +12.4% | +7.0% | +5.4% | +14.1% |
| YTD | +17.5% | +24.3% | -6.8% | +25.8% |
| 1Y | +16.4% | +27.3% | -10.9% | +29.6% |
| All | +16.4% | +27.8% | -11.4% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling