-73.8%
JBLU vs ACGL
+277.0%
-350.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.8% | -3.6% | -1.1% | -2.7% |
| 30D | -24.4% | -2.1% | -22.3% | -23.5% |
| 3M | -4.8% | +5.4% | -10.1% | -8.2% |
| 6M | -0.5% | 0.0% | -0.5% | -1.3% |
| YTD | -3.5% | +0.3% | -3.8% | -4.7% |
| 1Y | -13.6% | +6.2% | -19.8% | -17.9% |
| 3Y | -15.3% | +30.9% | -46.2% | -33.4% |
| 5Y | -70.1% | +159.8% | -229.9% | -86.3% |
| All | -73.8% | +277.0% | -350.9% | -90.3% |
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