+4,328.8%
LUV vs AME
+18,712.3%
-14,383.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +3.1% | +2.8% | +0.3% | +2.0% |
| 30D | -17.4% | -6.3% | -11.2% | -15.3% |
| 3M | -4.9% | +5.4% | -10.3% | -6.7% |
| 6M | -5.7% | +7.4% | -13.1% | -8.1% |
| YTD | -5.2% | +16.2% | -21.3% | -10.1% |
| 1Y | +24.1% | +26.8% | -2.7% | +13.5% |
| 3Y | +39.6% | +57.5% | -17.9% | +17.2% |
| 5Y | -12.5% | +84.8% | -97.3% | -30.9% |
| 10Y | +12.9% | +424.3% | -411.4% | -37.7% |
| All | +4,328.8% | +18,712.3% | -14,383.5% | +901.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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