-44.0%
ACHR vs JBLU
-69.2%
+25.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.3% | -5.0% | +2.7% | -0.5% |
| 30D | -11.3% | -23.9% | +12.6% | -2.5% |
| 3M | +5.3% | -11.6% | +16.9% | +8.6% |
| 6M | -13.2% | -0.2% | -13.0% | -16.0% |
| YTD | -25.8% | -3.3% | -22.5% | -28.7% |
| 1Y | -34.3% | -15.4% | -18.9% | -34.0% |
| 3Y | -19.9% | -14.7% | -5.2% | -35.4% |
| 5Y | -42.7% | -70.0% | +27.4% | -32.9% |
| All | -44.0% | -69.2% | +25.2% | -36.0% |
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