-29.0%
AAL vs JBLU
-62.5%
+33.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | +0.2% |
| 7D | -0.3% | +1.1% | -1.4% | -1.3% |
| 30D | -19.0% | -25.5% | +6.5% | +1.9% |
| 3M | -5.1% | -5.0% | 0.0% | -3.4% |
| 6M | +15.5% | +0.7% | +14.8% | +7.3% |
| YTD | -15.8% | -0.7% | -15.1% | -23.7% |
| 1Y | -0.3% | -12.7% | +12.4% | -1.2% |
| 3Y | -7.7% | -12.7% | +5.1% | -45.1% |
| 5Y | -32.5% | -69.3% | +36.8% | -2.3% |
| 10Y | -66.0% | -73.0% | +7.1% | -46.6% |
| All | -29.0% | -62.5% | +33.5% | -48.8% |
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