+10,545.1%
LIN vs AME
+12,644.6%
-2,099.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -2.4% | -6.7% | +4.3% | +0.3% |
| 3M | -5.6% | +4.1% | -9.7% | -7.5% |
| 6M | -3.4% | +1.6% | -5.0% | -4.8% |
| YTD | +13.1% | +16.1% | -3.0% | +5.2% |
| 1Y | +2.5% | +27.3% | -24.9% | -8.6% |
| 3Y | +27.6% | +50.9% | -23.3% | +4.4% |
| 5Y | +63.0% | +81.4% | -18.3% | +23.5% |
| 10Y | +359.3% | +417.0% | -57.7% | +127.9% |
| All | +10,545.1% | +12,644.6% | -2,099.4% | +2,183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling