-12.7%
JBLU vs ACM
-46.6%
+33.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +10.6% |
| 7D | +24.9% | +9.5% | +15.4% | +20.4% |
| 30D | -12.3% | +14.7% | -27.0% | -17.0% |
| 3M | -44.5% | -9.5% | -35.0% | -42.0% |
| 6M | -25.7% | -18.0% | -7.6% | -18.9% |
| YTD | -21.8% | -27.3% | +5.5% | -9.8% |
| 1Y | -12.7% | -47.0% | +34.3% | +6.9% |
| All | -12.7% | -46.6% | +33.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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