-67.1%
JBLU vs ALB
+1,186.0%
-1,253.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.9% |
| 7D | -5.6% | -8.6% | +3.0% | -2.2% |
| 30D | -22.3% | -4.0% | -18.3% | -21.4% |
| 3M | -11.0% | -17.4% | +6.4% | -5.0% |
| 6M | -3.1% | -25.4% | +22.3% | +5.4% |
| YTD | -3.7% | -10.5% | +6.8% | -5.6% |
| 1Y | -14.8% | +75.8% | -90.6% | -39.6% |
| 3Y | -15.4% | -28.5% | +13.1% | -20.0% |
| 5Y | -71.4% | -45.1% | -26.3% | -71.5% |
| 10Y | -73.0% | +87.3% | -160.3% | -87.3% |
| All | -67.1% | +1,186.0% | -1,253.2% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling