+416.0%
AAOI vs JBLU
-72.4%
+488.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -5.0% | +4.8% | +1.2% |
| 30D | -23.7% | -23.9% | +0.2% | -17.9% |
| 3M | -39.0% | -11.6% | -27.4% | -38.0% |
| 6M | -17.0% | -0.2% | -16.8% | -20.9% |
| YTD | +202.2% | -3.3% | +205.5% | +180.5% |
| 1Y | +292.4% | -15.4% | +307.8% | +280.1% |
| 3Y | +804.4% | -14.7% | +819.1% | +684.6% |
| 5Y | +1,318.0% | -70.0% | +1,388.1% | +1,454.3% |
| All | +416.0% | -72.4% | +488.4% | +438.3% |
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