+49.1%
LUV vs AMDL
+95.0%
-45.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.2% | -6.9% | +1.5% |
| 7D | +0.4% | +4.5% | -4.1% | 0.0% |
| 30D | -18.4% | -4.4% | -14.0% | -18.3% |
| 3M | -3.2% | -30.5% | +27.3% | -2.6% |
| 6M | -14.8% | +300.9% | -315.7% | -28.9% |
| YTD | -2.9% | +219.9% | -222.8% | -18.9% |
| 1Y | +29.6% | +374.7% | -345.1% | +0.7% |
| All | +49.1% | +95.0% | -45.9% | +5.9% |
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