-12.7%
JBLU vs ALK
-1.1%
-11.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.8% | +3.2% | +4.2% |
| 7D | +24.9% | +12.4% | +12.5% | +13.2% |
| 30D | -12.3% | +2.1% | -14.4% | -13.6% |
| 3M | -44.5% | -23.9% | -20.6% | -29.6% |
| 6M | -25.7% | +8.2% | -33.9% | -29.6% |
| YTD | -21.8% | -20.5% | -1.3% | -7.2% |
| 1Y | -12.7% | -1.0% | -11.7% | -10.5% |
| All | -12.7% | -1.1% | -11.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling