-9.0%
JBLU vs ALB
+60.9%
-70.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +0.8% |
| 7D | -3.5% | -8.1% | +4.5% | -3.0% |
| 30D | -27.2% | +6.3% | -33.5% | -27.6% |
| 3M | -4.3% | -23.6% | +19.2% | -2.6% |
| 6M | -8.3% | -24.6% | +16.3% | -7.6% |
| YTD | +1.8% | -10.3% | +12.0% | -1.0% |
| 1Y | -9.0% | +61.5% | -70.5% | -15.7% |
| All | -9.0% | +60.9% | -70.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling