-71.4%
JBLU vs ABCL
-39.4%
-32.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.1% |
| 30D | -22.3% | +18.3% | -40.6% | -25.1% |
| 3M | -11.0% | +108.5% | -119.5% | -25.4% |
| 6M | -3.1% | +213.9% | -217.0% | -26.1% |
| YTD | -3.7% | +223.1% | -226.8% | -28.1% |
| 1Y | -14.8% | +160.6% | -175.4% | -34.7% |
| 3Y | -15.4% | +104.3% | -119.7% | -38.0% |
| 5Y | -71.4% | -40.0% | -31.3% | -78.6% |
| All | -71.4% | -39.4% | -32.0% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling