+47.7%
LUV vs AMDL
+126.1%
-78.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.0% |
| 7D | -1.0% | +15.9% | -16.9% | -2.4% |
| 30D | -12.4% | +10.5% | -22.8% | -13.5% |
| 3M | -11.0% | -4.7% | -6.3% | -12.7% |
| 6M | -5.0% | +355.2% | -360.1% | -21.7% |
| YTD | -3.8% | +270.9% | -274.6% | -20.8% |
| 1Y | +25.9% | +499.5% | -473.6% | -4.4% |
| All | +47.7% | +126.1% | -78.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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