-73.1%
JBLU vs ALC
+16.1%
-89.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | -5.0% | -6.3% | +1.4% | -0.6% |
| 30D | -23.9% | -10.3% | -13.6% | -18.0% |
| 3M | -11.6% | -0.7% | -10.9% | -11.3% |
| 6M | -0.2% | -17.8% | +17.6% | +13.5% |
| YTD | -3.3% | -15.8% | +12.5% | +7.9% |
| 1Y | -15.4% | -16.7% | +1.3% | -4.9% |
| 3Y | -14.7% | -19.7% | +5.0% | -2.3% |
| 5Y | -70.0% | -19.8% | -50.2% | -66.4% |
| All | -73.1% | +16.1% | -89.2% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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