+974.2%
ADP vs JBLU
-58.4%
+1,032.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.4% | -3.5% | +0.1% | -3.0% |
| 30D | +2.8% | -27.2% | +30.0% | +7.5% |
| 3M | +20.9% | -4.3% | +25.3% | +20.7% |
| 6M | +29.9% | -8.3% | +38.2% | +28.7% |
| YTD | +9.6% | +1.8% | +7.9% | +6.3% |
| 1Y | -5.3% | -9.0% | +3.8% | -7.0% |
| 3Y | +16.5% | -21.9% | +38.4% | +7.1% |
| 5Y | +49.4% | -69.0% | +118.4% | +56.2% |
| 10Y | +282.2% | -70.8% | +353.0% | +273.7% |
| All | +974.2% | -58.4% | +1,032.5% | +659.3% |
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