-31.0%
JBLU vs ACWI
+340.5%
-371.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.0% |
| 7D | +2.5% | +2.4% | 0.0% | -0.5% |
| 30D | +24.9% | -1.7% | +26.6% | +28.4% |
| 3M | -35.2% | -3.9% | -31.2% | -31.1% |
| 6M | -20.0% | +0.8% | -20.8% | -19.5% |
| YTD | -17.4% | +11.0% | -28.4% | -25.5% |
| 1Y | -13.0% | +13.1% | -26.1% | -23.3% |
| 3Y | -5.3% | +73.9% | -79.2% | -49.0% |
| 5Y | -75.2% | +59.0% | -134.2% | -84.5% |
| 10Y | -80.5% | +224.4% | -304.8% | -94.5% |
| All | -31.0% | +340.5% | -371.5% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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