+3,706.5%
LIN vs ATI
+872.7%
+2,833.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.7% |
| 7D | +3.6% | -3.8% | +7.4% | +4.3% |
| 30D | +6.4% | -13.5% | +19.9% | +9.4% |
| 3M | +6.5% | -17.9% | +24.4% | +10.4% |
| 6M | +4.9% | +8.4% | -3.5% | +1.2% |
| YTD | +23.4% | +46.7% | -23.2% | +10.0% |
| 1Y | +26.3% | +74.5% | -48.1% | +7.9% |
| 3Y | +38.0% | +303.7% | -265.7% | -8.0% |
| 5Y | +68.0% | +848.9% | -780.9% | -12.2% |
| 10Y | +437.1% | +1,089.7% | -652.6% | +121.5% |
| All | +3,706.5% | +872.7% | +2,833.9% | +935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling