+361.3%
LIN vs ATI
+1,129.0%
-767.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.4% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -2.4% | +2.7% | -5.1% | -3.0% |
| 3M | -5.6% | +16.3% | -21.9% | -8.4% |
| 6M | -3.4% | +30.2% | -33.6% | -8.5% |
| YTD | +13.1% | +83.6% | -70.5% | +0.9% |
| 1Y | +2.5% | +173.0% | -170.5% | -15.0% |
| 3Y | +27.6% | +356.6% | -329.0% | -6.5% |
| 5Y | +63.0% | +1,074.2% | -1,011.2% | -1.5% |
| All | +361.3% | +1,129.0% | -767.7% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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