-12.7%
JBLU vs ACGL
+28.7%
-41.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.3% | +11.6% |
| 7D | +24.9% | +8.0% | +16.9% | +24.5% |
| 30D | -12.3% | +17.3% | -29.6% | -13.8% |
| 3M | -44.5% | +11.2% | -55.7% | -44.7% |
| 6M | -25.7% | +18.2% | -43.9% | -27.2% |
| YTD | -21.8% | +15.4% | -37.1% | -21.8% |
| 1Y | -12.7% | +26.5% | -39.3% | -18.6% |
| All | -12.7% | +28.7% | -41.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling