-71.4%
JBLU vs AFRM
-22.6%
-48.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -2.0% |
| 7D | -5.6% | -8.0% | +2.4% | -3.9% |
| 30D | -22.3% | -9.8% | -12.6% | -20.7% |
| 3M | -11.0% | +4.7% | -15.6% | -11.8% |
| 6M | -3.1% | +34.1% | -37.2% | -8.8% |
| YTD | -3.7% | -8.4% | +4.7% | -2.8% |
| 1Y | -14.8% | -22.9% | +8.1% | -11.8% |
| 3Y | -15.4% | +203.3% | -218.7% | -38.4% |
| 5Y | -71.4% | -26.0% | -45.4% | -79.7% |
| All | -71.4% | -22.6% | -48.8% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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