+15.8%
LUV vs AMC
-99.0%
+114.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | -0.1% | -7.1% | +7.0% | +0.2% |
| 30D | -14.6% | -1.7% | -12.9% | -14.6% |
| 3M | -5.7% | +13.5% | -19.2% | -6.7% |
| 6M | -8.4% | +112.6% | -121.0% | -11.9% |
| YTD | -5.1% | +51.3% | -56.4% | -7.6% |
| 1Y | +26.6% | -14.5% | +41.1% | +25.8% |
| 3Y | +39.7% | -67.1% | +106.8% | +40.5% |
| 5Y | -12.0% | -99.5% | +87.5% | -3.3% |
| All | +15.8% | -99.0% | +114.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling