-15.1%
JBLU vs ABCL
+103.9%
-119.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.2% |
| 30D | -22.3% | +18.3% | -40.6% | -24.9% |
| 3M | -11.0% | +108.5% | -119.5% | -25.2% |
| 6M | -3.1% | +213.9% | -217.0% | -26.3% |
| YTD | -3.7% | +223.1% | -226.8% | -28.4% |
| 1Y | -14.8% | +160.6% | -175.4% | -35.1% |
| All | -15.1% | +103.9% | -119.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling