+361.3%
LIN vs APD
+164.4%
+196.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -2.1% | -2.2% | +0.1% | -0.8% |
| 30D | -2.4% | +2.1% | -4.5% | -3.6% |
| 3M | -5.6% | +7.2% | -12.8% | -9.6% |
| 6M | -3.4% | +11.2% | -14.6% | -9.5% |
| YTD | +13.1% | +24.4% | -11.3% | -1.3% |
| 1Y | +2.5% | +6.7% | -4.2% | -2.8% |
| 3Y | +27.6% | +9.2% | +18.4% | +14.1% |
| 5Y | +63.0% | +27.4% | +35.7% | +28.0% |
| All | +361.3% | +164.4% | +196.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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