-70.3%
JBLU vs ABCL
-82.9%
+12.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +1.0% |
| 7D | -4.8% | -9.6% | +4.8% | -3.4% |
| 30D | -24.4% | +7.2% | -31.6% | -25.6% |
| 3M | -4.8% | +105.5% | -110.3% | -17.4% |
| 6M | -0.5% | +193.0% | -193.5% | -19.1% |
| YTD | -3.5% | +205.8% | -209.4% | -23.0% |
| 1Y | -13.6% | +144.4% | -158.0% | -29.5% |
| 3Y | -15.3% | +93.3% | -108.6% | -33.4% |
| 5Y | -70.1% | -44.9% | -25.2% | -75.3% |
| All | -70.3% | -82.9% | +12.5% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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