+11,518.3%
LIN vs APD
+3,142.9%
+8,375.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | +1.1% |
| 7D | +3.6% | -0.7% | +4.3% | +4.1% |
| 30D | +6.4% | +10.1% | -3.8% | +0.2% |
| 3M | +6.5% | +4.9% | +1.6% | +3.2% |
| 6M | +4.9% | +2.5% | +2.4% | +2.8% |
| YTD | +23.4% | +27.8% | -4.3% | +5.0% |
| 1Y | +26.3% | +32.9% | -6.6% | +3.9% |
| 3Y | +38.0% | +13.4% | +24.6% | +19.2% |
| 5Y | +68.0% | +12.8% | +55.2% | +44.0% |
| 10Y | +437.1% | +194.6% | +242.6% | +144.5% |
| All | +11,518.3% | +3,142.9% | +8,375.4% | +1,272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling