-73.8%
JBLU vs ALB
+78.3%
-152.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +1.4% |
| 7D | -5.0% | -6.6% | +1.7% | -2.8% |
| 30D | -23.9% | -8.1% | -15.8% | -21.9% |
| 3M | -11.6% | -25.7% | +14.0% | -3.3% |
| 6M | -0.2% | -29.5% | +29.2% | +9.2% |
| YTD | -3.3% | -16.2% | +12.9% | -2.9% |
| 1Y | -15.4% | +59.2% | -74.6% | -35.1% |
| 3Y | -14.7% | -33.7% | +19.0% | -16.5% |
| 5Y | -70.0% | -48.1% | -21.9% | -69.4% |
| All | -73.8% | +78.3% | -152.0% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling