+185.4%
ARM vs JBLU
-19.5%
+204.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.9% |
| 7D | -10.4% | +25.8% | -36.2% | -15.0% |
| 30D | -31.8% | +4.2% | -36.0% | -33.0% |
| 3M | -32.2% | -29.1% | -3.2% | -27.4% |
| 6M | -14.9% | -21.7% | +6.8% | -11.3% |
| YTD | +66.0% | -12.1% | +78.1% | +67.3% |
| 1Y | +17.2% | -9.3% | +26.5% | +17.4% |
| 3Y | +247.2% | +3.4% | +243.9% | +202.3% |
| All | +185.4% | -19.5% | +204.9% | +184.3% |
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