+35.6%
LUV vs ADVB
-88.8%
+124.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -2.4% |
| 7D | +3.1% | -14.0% | +17.1% | +3.1% |
| 30D | -17.4% | +41.0% | -58.4% | -17.4% |
| 3M | -4.9% | +127.9% | -132.8% | -7.6% |
| 6M | -5.7% | +101.3% | -107.0% | -9.2% |
| YTD | -5.2% | +53.8% | -58.9% | -7.7% |
| 1Y | +24.1% | +4.4% | +19.7% | +21.9% |
| All | +35.6% | -88.8% | +124.4% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling