-20.0%
JBLU vs ALK
+1.0%
-21.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | +0.1% |
| 7D | +2.5% | -1.2% | +3.6% | +3.6% |
| 30D | +24.9% | +7.7% | +17.2% | +16.7% |
| 3M | -35.2% | -19.0% | -16.2% | -20.8% |
| 6M | -20.0% | -0.2% | -19.8% | -17.1% |
| All | -20.0% | +1.0% | -21.0% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling