+29.6%
LUV vs ACM
-45.8%
+75.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.4% | -3.7% | +4.2% | +1.5% |
| 30D | -18.4% | -11.1% | -7.3% | -15.3% |
| 3M | -3.2% | -8.0% | +4.8% | -0.9% |
| 6M | -14.8% | -29.7% | +14.8% | -5.5% |
| YTD | -2.9% | -29.4% | +26.5% | +7.8% |
| 1Y | +29.6% | -46.4% | +76.0% | +51.5% |
| All | +29.6% | -45.8% | +75.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling