-70.1%
JBLU vs ALK
-31.3%
-38.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -4.8% | -3.1% | -1.7% | -2.1% |
| 30D | -24.4% | -17.1% | -7.3% | -10.9% |
| 3M | -4.8% | -3.8% | -1.0% | -1.0% |
| 6M | -0.5% | -5.3% | +4.8% | +4.6% |
| YTD | -3.5% | -20.3% | +16.7% | +16.4% |
| 1Y | -13.6% | -36.0% | +22.4% | +24.7% |
| 3Y | -15.3% | +0.8% | -16.0% | -25.4% |
| 5Y | -70.1% | -28.5% | -41.6% | -62.0% |
| All | -70.1% | -31.3% | -38.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling