-67.1%
JBLU vs A
+646.3%
-713.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.8% |
| 7D | -4.8% | -4.6% | -0.2% | -2.5% |
| 30D | -24.4% | -4.3% | -20.2% | -22.9% |
| 3M | -4.8% | +8.9% | -13.7% | -9.2% |
| 6M | -0.5% | +24.5% | -25.0% | -12.1% |
| YTD | -3.5% | +5.8% | -9.3% | -7.6% |
| 1Y | -13.6% | +16.2% | -29.8% | -21.7% |
| 3Y | -15.3% | +28.5% | -43.7% | -27.0% |
| 5Y | -70.1% | -16.3% | -53.8% | -68.7% |
| 10Y | -72.9% | +244.9% | -317.9% | -86.5% |
| All | -67.1% | +646.3% | -713.3% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling