+15.2%
LIN vs ADVB
-97.4%
+112.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +2.6% |
| 7D | +3.3% | -29.5% | +32.8% | +3.6% |
| 30D | +8.8% | -66.9% | +75.7% | +10.1% |
| 3M | +8.6% | -73.7% | +82.3% | +10.1% |
| 6M | +7.0% | -64.8% | +71.8% | +7.6% |
| YTD | +24.3% | -64.0% | +88.3% | +24.3% |
| 1Y | +27.3% | -77.0% | +104.2% | +28.6% |
| All | +15.2% | -97.4% | +112.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling