+998.3%
ADM vs JBLU
-60.6%
+1,059.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.9% |
| 7D | +1.4% | -5.6% | +7.0% | +2.2% |
| 30D | +8.2% | -22.3% | +30.6% | +11.9% |
| 3M | +8.7% | -11.0% | +19.7% | +9.3% |
| 6M | +29.1% | -3.1% | +32.2% | +26.5% |
| YTD | +53.7% | -3.7% | +57.4% | +49.4% |
| 1Y | +43.2% | -14.8% | +58.0% | +41.1% |
| 3Y | +21.4% | -15.4% | +36.9% | +9.7% |
| 5Y | +67.1% | -71.4% | +138.5% | +75.1% |
| 10Y | +176.6% | -73.0% | +249.6% | +171.3% |
| All | +998.3% | -60.6% | +1,059.0% | +705.4% |
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