+197.1%
ABT vs JBLU
-72.4%
+269.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.9% | -5.0% | -0.9% | -5.5% |
| 30D | -8.1% | -23.9% | +15.8% | -6.2% |
| 3M | +14.5% | -11.6% | +26.2% | +15.3% |
| 6M | -6.3% | -0.2% | -6.1% | -7.0% |
| YTD | -17.1% | -3.3% | -13.8% | -17.8% |
| 1Y | -21.4% | -15.4% | -6.0% | -21.4% |
| 3Y | +5.9% | -14.7% | +20.7% | +0.5% |
| 5Y | -12.8% | -70.0% | +57.3% | -9.9% |
| All | +197.1% | -72.4% | +269.5% | +191.6% |
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