+1,939.9%
AMAT vs JBLU
-64.0%
+2,004.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -2.5% | +25.8% | -28.2% | -7.8% |
| 30D | -26.5% | +4.2% | -30.7% | -28.0% |
| 3M | -28.6% | -29.1% | +0.5% | -23.4% |
| 6M | -14.2% | -21.7% | +7.5% | -11.5% |
| YTD | +45.5% | -12.1% | +57.6% | +43.0% |
| 1Y | +59.3% | -9.3% | +68.6% | +55.2% |
| 3Y | +153.1% | +3.4% | +149.7% | +107.5% |
| 5Y | +158.2% | -74.2% | +232.4% | +197.1% |
| 10Y | +1,370.8% | -79.2% | +1,450.0% | +1,510.7% |
| All | +1,939.9% | -64.0% | +2,004.0% | +1,291.0% |
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 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