+7.7%
AAL vs JBLU
-12.5%
+20.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.9% | -5.6% | +0.7% |
| 7D | +8.3% | +24.9% | -16.6% | -2.9% |
| 30D | +6.2% | -12.3% | +18.6% | +13.0% |
| 3M | -17.7% | -44.5% | +26.8% | +11.5% |
| 6M | +15.4% | -25.7% | +41.1% | +33.0% |
| YTD | -11.1% | -21.8% | +10.7% | -4.7% |
| 1Y | +7.7% | -12.7% | +20.5% | +2.1% |
| All | +7.7% | -12.5% | +20.3% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling