+21.3%
ADM vs JBLU
-12.5%
+33.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.9% | -11.6% | +1.4% |
| 7D | -8.3% | +24.9% | -33.2% | -6.3% |
| 30D | -14.1% | -12.3% | -1.8% | -14.9% |
| 3M | -10.7% | -44.5% | +33.7% | -15.1% |
| 6M | -5.9% | -25.7% | +19.8% | -7.7% |
| YTD | +25.8% | -21.8% | +47.5% | +23.7% |
| 1Y | +21.3% | -12.7% | +34.0% | +20.8% |
| All | +21.3% | -12.5% | +33.8% | +20.8% |
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 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