+315.5%
ARM vs JBLU
-11.9%
+327.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.7% |
| 7D | +12.5% | -5.6% | +18.1% | +13.9% |
| 30D | -1.4% | -22.3% | +21.0% | +4.0% |
| 3M | -18.7% | -11.0% | -7.7% | -16.9% |
| 6M | +124.6% | -3.1% | +127.7% | +123.8% |
| YTD | +141.7% | -3.7% | +145.5% | +139.8% |
| 1Y | +87.7% | -14.8% | +102.4% | +89.2% |
| All | +315.5% | -11.9% | +327.4% | +307.5% |
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