+64.4%
LIN vs AME
+76.7%
-12.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +7.6% | -4.2% | +11.7% | +8.9% |
| 3M | +6.5% | -5.9% | +12.5% | +8.5% |
| 6M | +6.2% | +2.8% | +3.4% | +3.6% |
| YTD | +23.2% | +16.6% | +6.7% | +12.2% |
| 1Y | +25.4% | +22.1% | +3.3% | +11.4% |
| 3Y | +38.3% | +64.7% | -26.4% | -1.9% |
| 5Y | +64.4% | +76.6% | -12.2% | +8.5% |
| All | +64.4% | +76.7% | -12.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling