-14.7%
JBLU vs ALB
-33.7%
+19.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +1.1% |
| 7D | -5.0% | -6.6% | +1.7% | -3.3% |
| 30D | -23.9% | -8.1% | -15.8% | -22.4% |
| 3M | -11.6% | -25.7% | +14.0% | -5.2% |
| 6M | -0.2% | -29.5% | +29.2% | +6.8% |
| YTD | -3.3% | -16.2% | +12.9% | -3.8% |
| 1Y | -15.4% | +59.2% | -74.6% | -33.4% |
| 3Y | -14.7% | -33.7% | +19.0% | -23.5% |
| All | -14.7% | -33.7% | +19.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling