-12.5%
LUV vs AMBA
-53.5%
+41.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | +3.1% | -6.4% | +9.5% | +4.4% |
| 30D | -17.4% | -26.8% | +9.4% | -12.3% |
| 3M | -4.9% | -7.6% | +2.8% | -5.7% |
| 6M | -5.7% | +21.2% | -26.9% | -13.1% |
| YTD | -5.2% | -10.4% | +5.2% | -7.6% |
| 1Y | +24.1% | -24.4% | +48.5% | +23.7% |
| 3Y | +39.6% | +6.0% | +33.6% | +21.3% |
| 5Y | -12.5% | -53.9% | +41.4% | -19.9% |
| All | -12.5% | -53.5% | +41.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling