-12.0%
LUV vs ATI
+1,021.8%
-1,033.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.3% |
| 7D | -0.1% | -2.7% | +2.6% | +0.8% |
| 30D | -14.6% | -13.5% | -1.1% | -10.3% |
| 3M | -5.7% | +8.5% | -14.2% | -8.9% |
| 6M | -8.4% | +25.2% | -33.6% | -15.9% |
| YTD | -5.1% | +73.4% | -78.5% | -21.6% |
| 1Y | +26.6% | +160.5% | -133.9% | -9.0% |
| 3Y | +39.7% | +347.3% | -307.6% | -20.9% |
| 5Y | -12.0% | +1,049.0% | -1,061.0% | -64.1% |
| All | -12.0% | +1,021.8% | -1,033.8% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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