+610.5%
LIN vs APTV
+151.0%
+459.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.7% |
| 7D | +3.6% | -8.1% | +11.7% | +5.7% |
| 30D | +6.4% | -8.7% | +15.0% | +8.7% |
| 3M | +6.5% | -13.1% | +19.6% | +9.8% |
| 6M | +4.9% | -25.5% | +30.4% | +10.8% |
| YTD | +23.4% | -46.3% | +69.8% | +40.9% |
| 1Y | +26.3% | -51.1% | +77.5% | +47.8% |
| 3Y | +38.0% | -47.3% | +85.3% | +51.9% |
| 5Y | +68.0% | -76.7% | +144.7% | +126.8% |
| 10Y | +437.1% | -24.4% | +461.5% | +372.3% |
| All | +610.5% | +151.0% | +459.6% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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