-70.1%
JBLU vs ALB
-48.1%
-22.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.2% |
| 7D | -4.8% | -7.6% | +2.8% | -2.5% |
| 30D | -24.4% | -5.6% | -18.8% | -23.3% |
| 3M | -4.8% | -16.8% | +12.1% | -0.2% |
| 6M | -0.5% | -26.3% | +25.9% | +6.5% |
| YTD | -3.5% | -13.2% | +9.7% | -4.6% |
| 1Y | -13.6% | +68.8% | -82.4% | -34.6% |
| 3Y | -15.3% | -30.7% | +15.4% | -18.9% |
| 5Y | -70.1% | -46.3% | -23.8% | -70.7% |
| All | -70.1% | -48.1% | -22.0% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling