-57.5%
JBLU vs ACI
+18.9%
-76.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.9% |
| 7D | -5.6% | -5.0% | -0.6% | -5.2% |
| 30D | -22.3% | -2.3% | -20.0% | -22.2% |
| 3M | -11.0% | -23.2% | +12.2% | -9.3% |
| 6M | -3.1% | -29.5% | +26.4% | -0.8% |
| YTD | -3.7% | -28.6% | +24.9% | -1.7% |
| 1Y | -14.8% | -34.0% | +19.3% | -12.3% |
| 3Y | -15.4% | -45.0% | +29.5% | -12.1% |
| 5Y | -71.4% | -44.0% | -27.4% | -70.5% |
| All | -57.5% | +18.9% | -76.3% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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