+3,817.9%
AMD vs JBLU
-64.0%
+3,882.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +6.5% | +25.8% | -19.3% | 0.0% |
| 30D | -15.3% | +4.2% | -19.4% | -17.1% |
| 3M | +9.7% | -29.1% | +38.8% | +19.4% |
| 6M | +13.2% | -21.7% | +34.9% | +18.4% |
| YTD | +140.6% | -12.1% | +152.7% | +136.5% |
| 1Y | +111.2% | -9.3% | +120.5% | +105.4% |
| 3Y | +334.4% | +3.4% | +331.1% | +252.2% |
| 5Y | +268.3% | -74.2% | +342.6% | +341.0% |
| 10Y | +8,077.9% | -79.2% | +8,157.1% | +8,819.9% |
| All | +3,817.9% | -64.0% | +3,882.0% | +2,100.2% |
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