+1,343.8%
ADI vs JBLU
-60.6%
+1,404.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.2% |
| 7D | +2.6% | -5.6% | +8.2% | +3.9% |
| 30D | -4.6% | -22.3% | +17.7% | +0.5% |
| 3M | -9.5% | -11.0% | +1.5% | -8.1% |
| 6M | +14.8% | -3.1% | +17.9% | +12.8% |
| YTD | +35.8% | -3.7% | +39.6% | +32.5% |
| 1Y | +48.9% | -14.8% | +63.7% | +48.6% |
| 3Y | +115.6% | -15.4% | +131.0% | +93.4% |
| 5Y | +135.1% | -71.4% | +206.5% | +161.4% |
| 10Y | +636.4% | -73.0% | +709.4% | +652.0% |
| All | +1,343.8% | -60.6% | +1,404.4% | +866.8% |
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