-66.1%
JBLU vs ALK
+476.2%
-542.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -25.5% | -18.5% | -7.1% | -13.2% |
| 3M | -5.0% | -3.6% | -1.5% | -2.0% |
| 6M | +0.7% | -3.7% | +4.4% | +4.5% |
| YTD | -0.7% | -19.0% | +18.3% | +16.4% |
| 1Y | -12.7% | -36.0% | +23.3% | +20.4% |
| 3Y | -12.7% | +2.3% | -15.1% | -17.1% |
| 5Y | -69.3% | -27.8% | -41.5% | -60.9% |
| 10Y | -73.0% | -39.0% | -34.0% | -62.6% |
| All | -66.1% | +476.2% | -542.3% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling