-70.1%
JBLU vs ACM
-0.5%
-69.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.5% |
| 7D | -4.8% | -5.9% | +1.1% | -0.4% |
| 30D | -24.4% | -6.2% | -18.2% | -21.7% |
| 3M | -4.8% | -7.9% | +3.1% | -0.6% |
| 6M | -0.5% | -30.6% | +30.2% | +29.3% |
| YTD | -3.5% | -33.3% | +29.8% | +28.2% |
| 1Y | -13.6% | -49.2% | +35.6% | +42.2% |
| 3Y | -15.3% | -23.5% | +8.2% | -4.0% |
| 5Y | -70.1% | +0.9% | -71.0% | -73.1% |
| All | -70.1% | -0.5% | -69.6% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling