+106.2%
AMT vs JBLU
-72.4%
+178.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +1.1% | -5.0% | +6.1% | +1.4% |
| 30D | +4.4% | -23.9% | +28.2% | +6.1% |
| 3M | -5.2% | -11.6% | +6.5% | -4.8% |
| 6M | -0.8% | -0.2% | -0.6% | -1.7% |
| YTD | +3.3% | -3.3% | +6.6% | +2.2% |
| 1Y | -6.0% | -15.4% | +9.4% | -6.3% |
| 3Y | +9.6% | -14.7% | +24.3% | +4.1% |
| 5Y | -29.2% | -70.0% | +40.8% | -28.1% |
| All | +106.2% | -72.4% | +178.6% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling