-67.0%
JBLU vs AFL
+1,228.3%
-1,295.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -5.0% | -1.6% | -3.3% | -4.1% |
| 30D | -23.9% | -4.0% | -19.8% | -22.2% |
| 3M | -11.6% | -0.5% | -11.1% | -11.5% |
| 6M | -0.2% | +6.5% | -6.7% | -3.8% |
| YTD | -3.3% | +6.2% | -9.5% | -6.6% |
| 1Y | -15.4% | +8.3% | -23.7% | -19.2% |
| 3Y | -14.7% | +62.5% | -77.3% | -35.7% |
| 5Y | -70.0% | +136.2% | -206.2% | -81.5% |
| 10Y | -72.9% | +301.4% | -374.3% | -86.8% |
| All | -67.0% | +1,228.3% | -1,295.3% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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