+30.0%
LIN vs ACM
-21.7%
+51.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.1% | -3.7% | +1.6% | -1.5% |
| 30D | -2.4% | -11.1% | +8.7% | -0.7% |
| 3M | -5.6% | -8.0% | +2.4% | -4.6% |
| 6M | -3.4% | -29.7% | +26.3% | +2.5% |
| YTD | +13.1% | -29.4% | +42.5% | +19.0% |
| 1Y | +2.5% | -46.4% | +48.9% | +15.9% |
| All | +30.0% | -21.7% | +51.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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