-70.1%
JBLU vs ALC
-19.4%
-50.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +2.1% |
| 7D | -4.8% | -7.7% | +2.9% | +0.5% |
| 30D | -24.4% | -11.7% | -12.8% | -17.8% |
| 3M | -4.8% | +0.7% | -5.4% | -5.3% |
| 6M | -0.5% | -17.1% | +16.6% | +12.3% |
| YTD | -3.5% | -15.1% | +11.6% | +6.9% |
| 1Y | -13.6% | -14.1% | +0.5% | -5.1% |
| 3Y | -15.3% | -18.2% | +2.9% | -3.7% |
| 5Y | -70.1% | -19.2% | -50.9% | -67.0% |
| All | -70.1% | -19.4% | -50.7% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling