-62.9%
ALNY vs JBLU
-13.4%
-49.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.9% | -11.2% | +0.1% |
| 7D | -30.7% | +24.9% | -55.6% | -31.7% |
| 30D | -26.7% | -12.3% | -14.4% | -24.9% |
| 3M | -26.4% | -44.5% | +18.0% | -20.9% |
| 6M | -45.9% | -25.7% | -20.3% | -44.5% |
| YTD | -59.5% | -21.8% | -37.7% | -59.0% |
| All | -62.9% | -13.4% | -49.6% | -62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling