-58.5%
JBLU vs ACM
+228.1%
-286.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | -25.5% | -12.9% | -12.6% | -20.6% |
| 3M | -5.0% | -6.4% | +1.3% | -2.5% |
| 6M | +0.7% | -29.2% | +29.9% | +19.8% |
| YTD | -0.7% | -29.9% | +29.3% | +18.4% |
| 1Y | -12.7% | -47.3% | +34.5% | +20.4% |
| 3Y | -12.7% | -19.6% | +6.9% | -3.0% |
| 5Y | -69.3% | +5.5% | -74.8% | -70.2% |
| 10Y | -73.0% | +129.7% | -202.7% | -82.8% |
| All | -58.5% | +228.1% | -286.6% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling