-43.5%
ACN vs JBLU
-71.4%
+28.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -7.9% | -4.8% | -3.1% | -7.3% |
| 30D | -1.1% | -24.4% | +23.4% | +2.6% |
| 3M | +5.6% | -4.8% | +10.4% | +5.3% |
| 6M | -9.9% | -0.5% | -9.5% | -11.7% |
| YTD | -32.3% | -3.5% | -28.8% | -33.6% |
| 1Y | -25.3% | -13.6% | -11.7% | -25.8% |
| 3Y | -42.3% | -15.3% | -27.0% | -48.1% |
| 5Y | -43.5% | -70.1% | +26.6% | -37.2% |
| All | -43.5% | -71.4% | +28.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling