+42.2%
LUV vs AMCR
+6.5%
+35.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.2% |
| 7D | -1.0% | -6.3% | +5.3% | +2.1% |
| 30D | -12.4% | -7.8% | -4.6% | -9.0% |
| 3M | -11.0% | +7.5% | -18.5% | -14.1% |
| 6M | -5.0% | +2.7% | -7.7% | -6.8% |
| YTD | -3.8% | +6.0% | -9.8% | -7.5% |
| 1Y | +25.9% | +7.8% | +18.1% | +20.0% |
| 3Y | +42.2% | +5.8% | +36.5% | +30.5% |
| All | +42.2% | +6.5% | +35.8% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling