+516.3%
LUV vs AMBA
+818.6%
-302.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +3.3% |
| 7D | +5.3% | 0.0% | +5.4% | +5.3% |
| 30D | +11.1% | -8.6% | +19.7% | +12.6% |
| 3M | -1.1% | -29.0% | +27.8% | +4.2% |
| 6M | +13.1% | -19.2% | +32.3% | +13.5% |
| YTD | +13.5% | -13.0% | +26.5% | +11.6% |
| 1Y | +45.2% | -31.3% | +76.5% | +47.9% |
| 3Y | +111.4% | +28.1% | +83.2% | +85.3% |
| 5Y | -0.9% | -69.4% | +68.5% | +2.0% |
| 10Y | +23.7% | +7.6% | +16.1% | -1.7% |
| All | +516.3% | +818.6% | -302.3% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling