+516.6%
LUV vs AMBA
+799.6%
-283.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +6.6% | -2.6% | +9.3% | +7.0% |
| 30D | +11.2% | -10.5% | +21.7% | +13.1% |
| 3M | +3.6% | -26.4% | +30.1% | +8.6% |
| 6M | +13.1% | -20.9% | +34.0% | +13.9% |
| YTD | +13.6% | -14.8% | +28.4% | +12.1% |
| 1Y | +44.4% | -36.1% | +80.4% | +48.9% |
| 3Y | +113.2% | +20.2% | +93.0% | +88.9% |
| 5Y | +1.5% | -67.2% | +68.8% | +3.5% |
| 10Y | +20.2% | +5.0% | +15.2% | -4.1% |
| All | +516.6% | +799.6% | -283.0% | +276.5% |
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