-80.9%
JBLU vs ACGL
+324.4%
-405.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | +2.5% | +2.2% | +0.3% | +1.2% |
| 30D | +24.9% | +12.3% | +12.6% | +16.2% |
| 3M | -35.2% | +11.8% | -47.0% | -39.7% |
| 6M | -20.0% | +17.5% | -37.5% | -28.3% |
| YTD | -17.4% | +14.3% | -31.6% | -25.0% |
| 1Y | -13.0% | +18.2% | -31.1% | -22.6% |
| 3Y | -5.3% | +33.2% | -38.4% | -25.0% |
| 5Y | -75.2% | +174.3% | -249.5% | -89.0% |
| All | -80.9% | +324.4% | -405.3% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling