+47.9%
ADP vs JBLU
-71.4%
+119.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -5.7% | -4.8% | -0.9% | -5.3% |
| 30D | -1.4% | -24.4% | +23.1% | +0.9% |
| 3M | +16.6% | -4.8% | +21.3% | +16.5% |
| 6M | +24.9% | -0.5% | +25.4% | +23.4% |
| YTD | +5.6% | -3.5% | +9.1% | +4.1% |
| 1Y | -6.0% | -13.6% | +7.6% | -6.6% |
| 3Y | +14.5% | -15.3% | +29.7% | +5.1% |
| 5Y | +47.9% | -70.1% | +118.0% | +57.7% |
| All | +47.9% | -71.4% | +119.3% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling