-66.1%
JBLU vs ACGL
+3,145.7%
-3,211.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -0.8% |
| 7D | +1.1% | -2.9% | +4.1% | +3.0% |
| 30D | -25.5% | -2.8% | -22.7% | -24.2% |
| 3M | -5.0% | +6.8% | -11.8% | -9.4% |
| 6M | +0.7% | -1.5% | +2.2% | +0.7% |
| YTD | -0.7% | -0.2% | -0.4% | -1.7% |
| 1Y | -12.7% | +5.3% | -18.0% | -16.9% |
| 3Y | -12.7% | +30.3% | -43.0% | -31.6% |
| 5Y | -69.3% | +151.8% | -221.1% | -85.2% |
| 10Y | -73.0% | +266.9% | -339.9% | -90.4% |
| All | -66.1% | +3,145.7% | -3,211.8% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling