+417.3%
LIN vs AME
+465.0%
-47.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -1.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +7.6% | -4.2% | +11.7% | +9.2% |
| 3M | +6.5% | -5.9% | +12.5% | +9.0% |
| 6M | +6.2% | +2.8% | +3.4% | +3.0% |
| YTD | +23.2% | +16.6% | +6.7% | +10.3% |
| 1Y | +25.4% | +22.1% | +3.3% | +9.2% |
| 3Y | +38.3% | +64.7% | -26.4% | -2.8% |
| 5Y | +64.4% | +76.6% | -12.2% | +9.7% |
| 10Y | +417.3% | +443.9% | -26.6% | +105.4% |
| All | +417.3% | +465.0% | -47.7% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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