-15.0%
JBLU vs ACWI
+356.8%
-371.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | +0.5% | -4.0% | -4.1% |
| 30D | -27.2% | +0.9% | -28.1% | -27.9% |
| 3M | -4.3% | +2.4% | -6.7% | -6.7% |
| 6M | -8.3% | +12.4% | -20.7% | -19.4% |
| YTD | +1.8% | +15.2% | -13.4% | -13.2% |
| 1Y | -9.0% | +22.7% | -31.7% | -28.3% |
| 3Y | -21.9% | +75.8% | -97.7% | -58.9% |
| 5Y | -69.0% | +67.7% | -136.7% | -82.1% |
| 10Y | -70.8% | +229.0% | -299.8% | -92.0% |
| All | -15.0% | +356.8% | -371.9% | -82.7% |
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