+70.2%
LUV vs AMDL
+145.7%
-75.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.9% | -14.6% | -3.7% |
| 7D | +1.8% | +103.5% | -101.8% | -5.0% |
| 30D | +11.3% | -18.3% | +29.6% | +11.1% |
| 3M | +1.0% | +20.1% | -19.0% | -3.2% |
| 6M | +15.6% | +15.9% | -0.3% | +7.8% |
| YTD | +10.9% | +303.0% | -292.1% | -11.4% |
| 1Y | +38.1% | +164.0% | -125.9% | +14.7% |
| All | +70.2% | +145.7% | -75.5% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling