-8.6%
AMT vs JBLU
-14.8%
+6.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -2.7% | -4.8% | +2.1% | -2.7% |
| 30D | +2.0% | -24.4% | +26.5% | +2.2% |
| 3M | -9.3% | -4.8% | -4.5% | -9.4% |
| 6M | -5.2% | -0.5% | -4.8% | -5.3% |
| YTD | +0.5% | -3.5% | +4.0% | -0.8% |
| All | -8.6% | -14.8% | +6.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling