-5.9%
ABT vs JBLU
-12.5%
+6.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.9% | -6.4% | +4.7% |
| 7D | +12.5% | +24.9% | -12.4% | +10.8% |
| 30D | +16.1% | -12.3% | +28.4% | +17.5% |
| 3M | +10.2% | -44.5% | +54.7% | +15.7% |
| 6M | +33.7% | -25.7% | +59.4% | +36.3% |
| YTD | -5.5% | -21.8% | +16.2% | -3.4% |
| 1Y | -5.9% | -12.7% | +6.8% | -5.1% |
| All | -5.9% | -12.5% | +6.6% | -5.1% |
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