+460.9%
LUV vs AMCR
+96.6%
+364.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.1% | -5.0% | +4.8% | +1.6% |
| 30D | -14.6% | -8.0% | -6.6% | -12.3% |
| 3M | -5.7% | +14.3% | -20.0% | -9.7% |
| 6M | -8.4% | +5.3% | -13.8% | -9.9% |
| YTD | -5.1% | +7.7% | -12.9% | -7.7% |
| 1Y | +26.6% | +10.8% | +15.7% | +21.9% |
| 3Y | +39.7% | +9.6% | +30.1% | +33.8% |
| 5Y | -12.0% | -10.2% | -1.8% | -11.0% |
| 10Y | +17.3% | +16.5% | +0.8% | +9.8% |
| All | +460.9% | +96.6% | +364.3% | +429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling