+1,177.8%
AXP vs JBLU
-67.0%
+1,244.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -2.7% |
| 7D | +0.6% | +28.8% | -28.2% | -6.8% |
| 30D | +5.8% | -7.6% | +13.4% | +6.3% |
| 3M | -6.0% | -40.7% | +34.7% | +7.0% |
| 6M | +0.3% | -27.2% | +27.5% | +5.8% |
| YTD | -12.3% | -19.3% | +7.1% | -12.8% |
| 1Y | -11.2% | -13.6% | +2.4% | -13.8% |
| 3Y | +117.0% | -14.7% | +131.7% | +78.2% |
| 5Y | +93.2% | -77.2% | +170.4% | +133.4% |
| 10Y | +461.2% | -78.4% | +539.6% | +525.7% |
| All | +1,177.8% | -67.0% | +1,244.8% | +698.8% |
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