+61.9%
LIN vs APD
+27.6%
+34.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.1% |
| 30D | -2.4% | +2.1% | -4.5% | -3.4% |
| 3M | -5.6% | +7.2% | -12.8% | -8.6% |
| 6M | -3.4% | +11.2% | -14.6% | -8.0% |
| YTD | +13.1% | +24.4% | -11.3% | +2.1% |
| 1Y | +2.5% | +6.7% | -4.2% | -1.1% |
| 3Y | +27.6% | +9.2% | +18.4% | +19.2% |
| All | +61.9% | +27.6% | +34.3% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling