-28.2%
JBLU vs ADVB
-89.4%
+61.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -3.0% |
| 7D | -5.6% | -13.0% | +7.4% | -5.3% |
| 30D | -22.3% | +7.5% | -29.8% | -22.5% |
| 3M | -11.0% | +129.1% | -140.1% | -18.3% |
| 6M | -3.1% | +71.7% | -74.8% | -11.2% |
| YTD | -3.7% | +45.5% | -49.3% | -11.0% |
| 1Y | -14.8% | -2.7% | -12.0% | -19.8% |
| All | -28.2% | -89.4% | +61.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling