+37.8%
LIN vs ACM
-12.3%
+50.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +3.6% | +5.1% | -1.5% | +2.8% |
| 30D | +6.4% | +11.5% | -5.1% | +4.6% |
| 3M | +6.5% | -10.5% | +16.9% | +8.1% |
| 6M | +4.9% | -20.4% | +25.2% | +8.4% |
| YTD | +23.4% | -28.9% | +52.3% | +29.4% |
| 1Y | +26.3% | -48.7% | +75.0% | +44.9% |
| All | +37.8% | -12.3% | +50.1% | +33.9% |
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