+17.5%
LUV vs AMCR
+14.6%
+2.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.1% |
| 7D | -1.0% | -6.3% | +5.3% | +1.9% |
| 30D | -12.4% | -7.8% | -4.6% | -9.3% |
| 3M | -11.0% | +7.5% | -18.5% | -13.9% |
| 6M | -5.0% | +2.7% | -7.7% | -6.1% |
| YTD | -3.8% | +6.0% | -9.8% | -6.9% |
| 1Y | +25.9% | +7.8% | +18.1% | +20.9% |
| 3Y | +42.2% | +5.8% | +36.5% | +35.2% |
| 5Y | -10.8% | -11.6% | +0.8% | -9.1% |
| All | +17.5% | +14.6% | +2.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling