+261.2%
ARM vs JBLU
-7.5%
+268.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.4% | -0.7% | +5.1% |
| 7D | -5.3% | +24.3% | -29.6% | -9.9% |
| 30D | -30.0% | +2.6% | -32.6% | -30.9% |
| 3M | -34.1% | -35.1% | +1.0% | -28.1% |
| 6M | -12.6% | -22.9% | +10.3% | -8.7% |
| YTD | +70.4% | -13.4% | +83.8% | +72.4% |
| 1Y | +22.3% | -10.9% | +33.1% | +23.0% |
| 3Y | +261.2% | -1.0% | +262.2% | +243.3% |
| All | +261.2% | -7.5% | +268.7% | +243.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling