-69.7%
JBLU vs AFRM
-20.7%
-49.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.1% | +3.1% | -1.9% | +0.5% |
| 30D | -25.5% | -4.2% | -21.3% | -25.0% |
| 3M | -5.0% | +10.1% | -15.2% | -6.7% |
| 6M | +0.7% | +39.4% | -38.8% | -5.3% |
| YTD | -0.7% | -3.2% | +2.5% | -0.8% |
| 1Y | -12.7% | -16.1% | +3.3% | -11.4% |
| 3Y | -12.7% | +220.8% | -233.5% | -34.3% |
| 5Y | -69.3% | -17.7% | -51.6% | -77.8% |
| All | -69.7% | -20.7% | -49.0% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling