-5.3%
JBLU vs ABCL
+185.8%
-191.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | +2.5% | -3.3% | +5.7% | +3.1% |
| 30D | +24.9% | -7.1% | +32.0% | +26.2% |
| 3M | -35.2% | +4.7% | -39.9% | -36.2% |
| 6M | -20.0% | +140.9% | -160.9% | -35.1% |
| YTD | -17.4% | +236.0% | -253.3% | -38.5% |
| 1Y | -13.0% | +217.4% | -230.4% | -34.5% |
| 3Y | -5.3% | +188.7% | -194.0% | -41.6% |
| All | -5.3% | +185.8% | -191.1% | -41.6% |
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 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