+11.9%
ACN vs JBLU
-12.5%
+24.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.9% | -8.1% | +3.5% |
| 7D | +8.6% | +24.9% | -16.3% | +8.0% |
| 30D | +36.6% | -12.3% | +48.9% | +39.1% |
| 3M | +56.3% | -44.5% | +100.8% | +64.4% |
| 6M | +49.7% | -25.7% | +75.4% | +53.1% |
| YTD | +1.3% | -21.8% | +23.1% | +2.9% |
| 1Y | +11.9% | -12.7% | +24.7% | +7.0% |
| All | +11.9% | -12.5% | +24.5% | +7.0% |
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 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