-14.4%
LUV vs AMC
-99.5%
+85.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | +0.7% | -6.8% | +7.5% | +1.3% |
| 30D | -13.4% | +1.7% | -15.1% | -13.7% |
| 3M | -9.6% | +26.8% | -36.4% | -12.9% |
| 6M | -8.9% | +117.7% | -126.6% | -17.3% |
| YTD | -5.2% | +57.7% | -62.8% | -11.5% |
| 1Y | +27.0% | -12.5% | +39.5% | +24.7% |
| 3Y | +39.6% | -65.7% | +105.4% | +41.1% |
| 5Y | -14.4% | -99.5% | +85.1% | +14.8% |
| All | -14.4% | -99.5% | +85.1% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling