-38.4%
JBLU vs ADVB
-96.8%
+58.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.6% | +22.3% | -0.7% |
| 7D | +2.5% | +27.8% | -25.3% | +1.4% |
| 30D | +24.9% | -50.8% | +75.7% | +26.6% |
| 3M | -35.2% | -70.5% | +35.3% | -33.7% |
| 6M | -20.0% | -46.7% | +26.7% | -23.8% |
| YTD | -17.4% | -56.7% | +39.3% | -21.8% |
| 1Y | -13.0% | -71.8% | +58.8% | -13.5% |
| All | -38.4% | -96.8% | +58.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling