+188.9%
AMAT vs JBLU
-14.6%
+203.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | -1.5% | -3.5% | +2.0% | -0.9% |
| 30D | -14.8% | -27.2% | +12.4% | -9.9% |
| 3M | -9.3% | -4.3% | -4.9% | -9.6% |
| 6M | +27.4% | -8.3% | +35.7% | +25.9% |
| YTD | +77.6% | +1.8% | +75.8% | +68.1% |
| 1Y | +188.9% | -9.0% | +198.0% | +178.0% |
| All | +188.9% | -14.6% | +203.5% | +178.0% |
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