+296.4%
ARM vs JBLU
-6.8%
+303.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.8% |
| 7D | +5.5% | -3.5% | +9.0% | +6.2% |
| 30D | -8.2% | -27.2% | +19.0% | -1.8% |
| 3M | -35.9% | -4.3% | -31.6% | -35.6% |
| 6M | +103.1% | -8.3% | +111.4% | +103.8% |
| YTD | +130.6% | +1.8% | +128.9% | +126.2% |
| 1Y | +86.1% | -9.0% | +95.1% | +85.2% |
| All | +296.4% | -6.8% | +303.3% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling