+268.9%
AMAT vs JBLU
-69.9%
+338.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.5% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | -12.2% | -25.5% | +13.3% | -6.6% |
| 3M | -3.8% | -5.0% | +1.2% | -3.9% |
| 6M | +45.9% | +0.7% | +45.3% | +41.9% |
| YTD | +84.6% | -0.7% | +85.3% | +78.4% |
| 1Y | +193.4% | -12.7% | +206.1% | +190.3% |
| 3Y | +228.1% | -12.7% | +240.8% | +171.2% |
| 5Y | +268.9% | -69.3% | +338.2% | +355.6% |
| All | +268.9% | -69.9% | +338.8% | +355.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling