+4,437.6%
LUV vs APD
+6,115.6%
-1,678.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.7% |
| 7D | +0.4% | -2.2% | +2.6% | +1.4% |
| 30D | -18.4% | +2.1% | -20.5% | -19.2% |
| 3M | -3.2% | +7.2% | -10.4% | -6.6% |
| 6M | -14.8% | +11.2% | -26.1% | -19.7% |
| YTD | -2.9% | +24.4% | -27.2% | -13.1% |
| 1Y | +29.6% | +6.7% | +22.9% | +23.2% |
| 3Y | +35.2% | +9.2% | +26.0% | +24.3% |
| 5Y | -11.7% | +27.4% | -39.0% | -25.3% |
| 10Y | +21.6% | +164.8% | -143.3% | -26.7% |
| All | +4,437.6% | +6,115.6% | -1,678.0% | +483.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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