-10.7%
AMAT vs JBLU
-18.8%
+8.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.0% |
| 7D | +7.0% | +12.9% | -6.0% | +4.7% |
| 30D | -20.6% | +11.0% | -31.6% | -21.7% |
| 3M | -24.8% | -30.8% | +6.1% | -20.9% |
| 6M | -10.7% | -19.0% | +8.2% | -10.5% |
| All | -10.7% | -18.8% | +8.1% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling