+54,540.1%
AMGN vs LUV
+4,376.1%
+50,164.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -11.6% | +0.7% | -12.3% | -11.7% |
| 30D | -5.7% | -13.4% | +7.8% | -3.0% |
| 3M | +14.2% | -9.6% | +23.8% | +16.2% |
| 6M | +5.2% | -8.9% | +14.1% | +6.3% |
| YTD | +22.0% | -5.2% | +27.1% | +21.5% |
| 1Y | +43.6% | +27.0% | +16.6% | +34.7% |
| 3Y | +65.0% | +39.6% | +25.4% | +47.4% |
| 5Y | +112.0% | -14.4% | +126.5% | +104.4% |
| 10Y | +216.6% | +17.3% | +199.3% | +168.9% |
| All | +54,540.1% | +4,376.1% | +50,164.0% | +16,034.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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