-13.6%
JBLU vs ACGL
+8.0%
-21.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.8% | -3.6% | -1.1% | -3.9% |
| 30D | -24.4% | -2.1% | -22.3% | -24.0% |
| 3M | -4.8% | +5.4% | -10.1% | -5.9% |
| 6M | -0.5% | 0.0% | -0.5% | +0.1% |
| YTD | -3.5% | +0.3% | -3.8% | -3.1% |
| 1Y | -13.6% | +6.2% | -19.8% | -15.5% |
| All | -13.6% | +8.0% | -21.6% | -15.5% |
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