+26.0%
LUV vs AMRZ
-20.1%
+46.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -1.0% | -7.5% | +6.6% | +3.1% |
| 30D | -12.4% | -12.4% | +0.1% | -6.2% |
| 3M | -11.0% | -22.4% | +11.4% | +0.9% |
| 6M | -5.0% | -29.5% | +24.6% | +12.1% |
| YTD | -3.8% | -24.1% | +20.4% | +10.0% |
| 1Y | +25.9% | -26.3% | +52.2% | +43.9% |
| All | +26.0% | -20.1% | +46.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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