+1,721.9%
AMAT vs JBLU
-67.0%
+1,788.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -0.9% | +3.0% |
| 7D | -14.7% | +28.8% | -43.5% | -20.2% |
| 30D | -36.1% | -7.6% | -28.5% | -35.6% |
| 3M | -36.9% | -40.7% | +3.9% | -29.4% |
| 6M | -22.2% | -27.2% | +5.0% | -18.4% |
| YTD | +29.9% | -19.3% | +49.3% | +30.3% |
| 1Y | +43.3% | -13.6% | +56.9% | +41.0% |
| 3Y | +142.7% | -14.7% | +157.3% | +108.5% |
| 5Y | +126.2% | -77.2% | +203.4% | +168.2% |
| 10Y | +1,211.7% | -78.4% | +1,290.2% | +1,321.2% |
| All | +1,721.9% | -67.0% | +1,788.9% | +1,167.3% |
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