+1,310.4%
AMT vs LUV
+442.4%
+868.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | -0.2% | +3.1% | -3.3% | -1.0% |
| 30D | +1.8% | -17.4% | +19.3% | +7.1% |
| 3M | -6.2% | -4.9% | -1.3% | -5.8% |
| 6M | -5.0% | -5.7% | +0.7% | -5.0% |
| YTD | +2.1% | -5.2% | +7.2% | +0.8% |
| 1Y | -5.7% | +24.1% | -29.9% | -14.2% |
| 3Y | +7.9% | +39.6% | -31.7% | -9.9% |
| 5Y | -32.3% | -12.5% | -19.9% | -37.1% |
| 10Y | +95.0% | +12.9% | +82.1% | +48.6% |
| All | +1,310.4% | +442.4% | +868.0% | +397.1% |
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