+59.2%
LUV vs ADVB
-76.7%
+135.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.5% | +11.4% | +6.7% |
| 7D | +6.8% | -29.5% | +36.3% | +5.6% |
| 30D | +10.9% | -66.9% | +77.8% | +7.1% |
| 3M | -4.2% | -73.7% | +69.5% | -7.9% |
| 6M | +22.1% | -64.8% | +86.9% | +20.1% |
| YTD | +13.8% | -64.0% | +77.9% | +13.7% |
| 1Y | +59.2% | -77.0% | +136.2% | +62.3% |
| All | +59.2% | -76.7% | +135.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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