+276.5%
ADP vs JBLU
-72.4%
+348.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.4% | -5.0% | +1.6% | -2.7% |
| 30D | -0.4% | -23.9% | +23.5% | +3.0% |
| 3M | +19.7% | -11.6% | +31.4% | +20.9% |
| 6M | +27.9% | -0.2% | +28.2% | +25.5% |
| YTD | +5.9% | -3.3% | +9.2% | +3.7% |
| 1Y | -7.5% | -15.4% | +7.9% | -8.1% |
| 3Y | +15.4% | -14.7% | +30.1% | +3.9% |
| 5Y | +48.4% | -70.0% | +118.4% | +57.8% |
| All | +276.5% | -72.4% | +348.9% | +288.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling