+417.3%
LIN vs AMCR
+22.3%
+395.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +0.1% | -7.9% | +8.0% | +3.1% |
| 30D | +7.6% | +8.2% | -0.6% | +4.3% |
| 3M | +6.5% | -4.3% | +10.9% | +8.0% |
| 6M | +6.2% | +16.6% | -10.4% | -0.4% |
| YTD | +23.2% | +13.1% | +10.1% | +15.6% |
| 1Y | +25.4% | +14.4% | +11.0% | +17.0% |
| 3Y | +38.3% | +18.4% | +19.9% | +24.1% |
| 5Y | +64.4% | -5.8% | +70.2% | +61.7% |
| 10Y | +417.3% | +22.3% | +395.0% | +333.3% |
| All | +417.3% | +22.3% | +395.0% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling