+4.8%
LIN vs ADVB
-88.3%
+93.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.1% | -3.8% | +1.6% | -2.1% |
| 30D | -2.4% | +17.6% | -20.0% | -2.7% |
| 3M | -5.6% | +119.1% | -124.7% | -7.0% |
| 6M | -3.4% | +103.4% | -106.8% | -5.4% |
| YTD | +13.1% | +59.8% | -46.7% | +11.3% |
| 1Y | +2.5% | +8.5% | -6.1% | +1.3% |
| All | +4.8% | -88.3% | +93.2% | +15.4% |
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