+365.7%
ALAB vs JBLU
-31.5%
+397.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.6% | -6.5% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | -13.6% | -25.5% | +12.0% | -8.7% |
| 3M | -16.6% | -5.0% | -11.6% | -16.1% |
| 6M | +142.3% | +0.7% | +141.7% | +138.5% |
| YTD | +73.6% | -0.7% | +74.3% | +70.1% |
| 1Y | +33.7% | -12.7% | +46.4% | +33.4% |
| All | +365.7% | -31.5% | +397.2% | +321.5% |
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