+3,452.6%
ALNY vs JBLU
-76.8%
+3,529.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -6.5% | -5.0% | -1.6% | -5.5% |
| 30D | +11.0% | -23.9% | +34.9% | +17.4% |
| 3M | -14.1% | -11.6% | -2.4% | -13.0% |
| 6M | -22.4% | -0.2% | -22.2% | -24.5% |
| YTD | -37.5% | -3.3% | -34.2% | -39.3% |
| 1Y | -46.9% | -15.4% | -31.5% | -47.4% |
| 3Y | +22.1% | -14.7% | +36.8% | +5.4% |
| 5Y | +31.2% | -70.0% | +101.2% | +41.3% |
| 10Y | +256.3% | -72.9% | +329.2% | +244.5% |
| All | +3,452.6% | -76.8% | +3,529.3% | +2,303.6% |
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