+3,387.7%
LIN vs ATI
+1,117.2%
+2,270.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.7% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -2.4% | +2.7% | -5.1% | -3.3% |
| 3M | -5.6% | +16.3% | -21.9% | -9.5% |
| 6M | -3.4% | +30.2% | -33.6% | -10.6% |
| YTD | +13.1% | +83.6% | -70.5% | -3.7% |
| 1Y | +2.5% | +173.0% | -170.5% | -21.1% |
| 3Y | +27.6% | +356.6% | -329.0% | -16.9% |
| 5Y | +63.0% | +1,074.2% | -1,011.2% | -18.7% |
| 10Y | +359.3% | +1,136.2% | -776.9% | +88.4% |
| All | +3,387.7% | +1,117.2% | +2,270.5% | +806.9% |
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