+2.5%
LIN vs AA
+63.2%
-60.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.9% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | -2.4% | +5.0% | -7.4% | -2.6% |
| 3M | -5.6% | -35.8% | +30.2% | -4.3% |
| 6M | -3.4% | -18.4% | +15.0% | -3.3% |
| YTD | +13.1% | -5.5% | +18.6% | +12.5% |
| 1Y | +2.5% | +61.0% | -58.5% | +0.3% |
| All | +2.5% | +63.2% | -60.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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