+7.0%
LIN vs AA
-34.7%
+41.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.6% |
| 7D | +3.3% | +0.9% | +2.3% | +3.2% |
| 30D | +8.8% | -6.4% | +15.2% | +8.8% |
| 3M | +8.6% | -13.0% | +21.6% | +8.7% |
| 6M | +7.0% | -34.6% | +41.6% | +6.2% |
| All | +7.0% | -34.7% | +41.8% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling