-25.9%
JBLU vs ADVB
-88.8%
+62.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -2.3% |
| 7D | +1.1% | -14.0% | +15.1% | +1.4% |
| 30D | -25.5% | +41.0% | -66.5% | -26.1% |
| 3M | -5.0% | +127.9% | -133.0% | -12.6% |
| 6M | +0.7% | +101.3% | -100.7% | -8.8% |
| YTD | -0.7% | +53.8% | -54.4% | -8.2% |
| 1Y | -12.7% | +4.4% | -17.2% | -18.2% |
| All | -25.9% | -88.8% | +62.9% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling