-21.2%
AA vs JBLU
-59.3%
+38.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.3% |
| 7D | +1.7% | +1.1% | +0.5% | +1.2% |
| 30D | +3.3% | -25.5% | +28.9% | +12.6% |
| 3M | -29.4% | -5.0% | -24.4% | -29.8% |
| 6M | -12.8% | +0.7% | -13.5% | -17.4% |
| YTD | -2.1% | -0.7% | -1.5% | -8.5% |
| 1Y | +62.8% | -12.7% | +75.5% | +57.4% |
| 3Y | +90.5% | -12.7% | +103.2% | +56.3% |
| 5Y | +19.1% | -69.3% | +88.3% | +33.8% |
| 10Y | +124.8% | -73.0% | +197.8% | +147.6% |
| All | -21.2% | -59.3% | +38.1% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling