+117.0%
AA vs JBLU
-72.4%
+189.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.4% | -5.0% | +1.5% | -1.7% |
| 30D | -5.8% | -23.9% | +18.1% | +3.1% |
| 3M | -29.9% | -11.6% | -18.3% | -28.7% |
| 6M | -27.0% | -0.2% | -26.8% | -31.5% |
| YTD | -8.7% | -3.3% | -5.4% | -15.3% |
| 1Y | +50.6% | -15.4% | +66.0% | +45.7% |
| 3Y | +74.1% | -14.7% | +88.8% | +31.2% |
| 5Y | +2.6% | -70.0% | +72.6% | +20.7% |
| All | +117.0% | -72.4% | +189.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling