-11.1%
AXP vs JBLU
-10.7%
-0.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -0.6% | +25.8% | -26.4% | -3.7% |
| 30D | +5.0% | +4.2% | +0.8% | +4.4% |
| 3M | -4.2% | -29.1% | +24.8% | +0.8% |
| 6M | +2.9% | -21.7% | +24.7% | +6.1% |
| YTD | -11.6% | -12.1% | +0.5% | -12.3% |
| 1Y | -11.1% | -9.3% | -1.8% | -14.3% |
| All | -11.1% | -10.7% | -0.4% | -14.3% |
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 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