+93.1%
ACN vs JBLU
-72.4%
+165.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | -1.5% | -5.0% | +3.5% | -0.8% |
| 30D | +2.1% | -23.9% | +26.0% | +6.1% |
| 3M | +11.1% | -11.6% | +22.7% | +12.1% |
| 6M | -6.8% | -0.2% | -6.6% | -8.8% |
| YTD | -30.0% | -3.3% | -26.7% | -31.5% |
| 1Y | -23.1% | -15.4% | -7.7% | -23.5% |
| 3Y | -40.4% | -14.7% | -25.7% | -45.9% |
| 5Y | -41.6% | -70.0% | +28.5% | -37.6% |
| All | +93.1% | -72.4% | +165.5% | +105.7% |
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