+11,596.6%
LIN vs APD
+3,241.2%
+8,355.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.4% |
| 7D | +3.3% | +3.8% | -0.5% | +0.9% |
| 30D | +8.8% | +14.1% | -5.3% | +0.3% |
| 3M | +8.6% | +8.2% | +0.4% | +3.3% |
| 6M | +7.0% | +7.5% | -0.5% | +1.9% |
| YTD | +24.3% | +31.7% | -7.4% | +3.9% |
| 1Y | +27.3% | +35.1% | -7.8% | +3.7% |
| 3Y | +38.9% | +16.8% | +22.1% | +17.9% |
| 5Y | +69.4% | +19.4% | +50.0% | +40.2% |
| 10Y | +440.7% | +203.5% | +237.2% | +141.7% |
| All | +11,596.6% | +3,241.2% | +8,355.4% | +1,256.7% |
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