+231.7%
LUV vs AMP
+2,089.3%
-1,857.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +0.7% | 0.0% | +0.6% | +0.6% |
| 30D | -13.4% | -1.0% | -12.4% | -13.0% |
| 3M | -9.6% | +23.2% | -32.8% | -17.5% |
| 6M | -8.9% | +20.4% | -29.3% | -16.2% |
| YTD | -5.2% | +13.6% | -18.8% | -10.6% |
| 1Y | +27.0% | +13.4% | +13.7% | +19.9% |
| 3Y | +39.6% | +66.5% | -26.9% | +12.4% |
| 5Y | -14.4% | +120.2% | -134.6% | -39.2% |
| 10Y | +17.3% | +576.5% | -559.2% | -47.6% |
| All | +231.7% | +2,089.3% | -1,857.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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