-73.8%
JBLU vs A
+256.4%
-330.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -1.2% |
| 7D | -5.0% | -2.6% | -2.4% | -3.6% |
| 30D | -23.9% | -0.9% | -23.0% | -23.7% |
| 3M | -11.6% | +13.6% | -25.3% | -18.1% |
| 6M | -0.2% | +27.8% | -28.1% | -14.3% |
| YTD | -3.3% | +8.6% | -11.9% | -9.1% |
| 1Y | -15.4% | +16.9% | -32.3% | -24.4% |
| 3Y | -14.7% | +32.9% | -47.6% | -29.6% |
| 5Y | -70.0% | -14.1% | -55.9% | -69.9% |
| All | -73.8% | +256.4% | -330.2% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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