+45.5%
LUV vs AMDL
+131.0%
-85.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | -0.5% |
| 7D | +0.7% | +29.0% | -28.3% | -1.8% |
| 30D | -13.4% | +19.1% | -32.5% | -15.1% |
| 3M | -9.6% | +1.8% | -11.4% | -11.9% |
| 6M | -8.9% | +374.4% | -383.3% | -25.2% |
| YTD | -5.2% | +278.9% | -284.1% | -22.1% |
| 1Y | +27.0% | +510.6% | -483.5% | -3.7% |
| All | +45.5% | +131.0% | -85.4% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling