+1,039.9%
ACN vs JBLU
-60.6%
+1,100.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | -6.3% | -5.6% | -0.7% | -5.5% |
| 30D | -1.4% | -22.3% | +21.0% | +2.4% |
| 3M | +2.6% | -11.0% | +13.5% | +3.3% |
| 6M | -14.3% | -3.1% | -11.2% | -15.7% |
| YTD | -33.1% | -3.7% | -29.4% | -34.5% |
| 1Y | -28.8% | -14.8% | -14.0% | -29.2% |
| 3Y | -43.0% | -15.4% | -27.5% | -47.8% |
| 5Y | -44.0% | -71.4% | +27.4% | -40.2% |
| 10Y | +88.5% | -73.0% | +161.5% | +88.4% |
| All | +1,039.9% | -60.6% | +1,100.5% | +703.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling