-68.7%
JBLU vs ABCL
-81.3%
+12.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -27.2% | +93.1% | -120.3% | -35.4% |
| 3M | -4.3% | +79.4% | -83.8% | -15.0% |
| 6M | -8.3% | +214.9% | -223.2% | -26.2% |
| YTD | +1.8% | +234.2% | -232.5% | -19.8% |
| 1Y | -9.0% | +174.8% | -183.8% | -27.1% |
| 3Y | -21.9% | +104.5% | -126.4% | -39.2% |
| 5Y | -69.0% | -39.0% | -30.0% | -74.7% |
| All | -68.7% | -81.3% | +12.5% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling