+23.7%
LUV vs AMBA
+12.8%
+10.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +3.1% |
| 7D | +5.3% | 0.0% | +5.4% | +5.2% |
| 30D | +11.1% | -8.6% | +19.7% | +12.9% |
| 3M | -1.1% | -29.0% | +27.8% | +5.1% |
| 6M | +13.1% | -19.2% | +32.3% | +13.4% |
| YTD | +13.5% | -13.0% | +26.5% | +11.0% |
| 1Y | +45.2% | -31.3% | +76.5% | +48.1% |
| 3Y | +111.4% | +28.1% | +83.2% | +78.8% |
| 5Y | -0.9% | -69.4% | +68.5% | +2.2% |
| 10Y | +23.7% | +7.6% | +16.1% | -12.2% |
| All | +23.7% | +12.8% | +10.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling