-15.4%
JBLU vs ADVB
-14.7%
-0.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.1% |
| 7D | -5.0% | -12.3% | +7.3% | -5.2% |
| 30D | -23.9% | +7.8% | -31.6% | -23.7% |
| 3M | -11.6% | +104.2% | -115.9% | -11.7% |
| 6M | -0.2% | +58.1% | -58.3% | -0.2% |
| YTD | -3.3% | +40.2% | -43.5% | -2.7% |
| 1Y | -15.4% | -16.1% | +0.7% | -15.3% |
| All | -15.4% | -14.7% | -0.7% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling