+316.8%
APP vs LIN
+97.0%
+219.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +9.0% |
| 7D | +4.5% | +3.3% | +1.3% | +2.2% |
| 30D | -3.6% | +8.8% | -12.4% | -9.1% |
| 3M | -35.3% | +8.6% | -43.9% | -38.9% |
| 6M | -42.8% | +7.0% | -49.8% | -46.2% |
| YTD | -59.7% | +24.3% | -83.9% | -67.1% |
| 1Y | -55.4% | +27.3% | -82.6% | -64.5% |
| 3Y | +592.0% | +38.9% | +553.1% | +395.9% |
| 5Y | +175.7% | +69.4% | +106.4% | +57.0% |
| All | +316.8% | +97.0% | +219.8% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling