+68.0%
LIN vs AME
+62.5%
+5.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +1.7% |
| 7D | +3.6% | -11.4% | +15.0% | +8.4% |
| 30D | +6.4% | -12.1% | +18.5% | +11.6% |
| 3M | +6.5% | -12.3% | +18.8% | +11.6% |
| 6M | +4.9% | -4.6% | +9.5% | +5.5% |
| YTD | +23.4% | +9.1% | +14.3% | +15.4% |
| 1Y | +26.3% | +13.3% | +13.0% | +15.8% |
| 3Y | +38.0% | +58.2% | -20.2% | -1.3% |
| 5Y | +68.0% | +63.4% | +4.6% | +14.8% |
| All | +68.0% | +62.5% | +5.4% | +14.8% |
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