-56.8%
JBLU vs ALLE
+342.5%
-399.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.1% |
| 7D | +2.5% | +3.6% | -1.1% | -0.1% |
| 30D | +24.9% | +25.9% | -1.0% | +4.3% |
| 3M | -35.2% | +15.8% | -50.9% | -42.4% |
| 6M | -20.0% | +48.1% | -68.1% | -41.2% |
| YTD | -17.4% | +22.0% | -39.3% | -30.1% |
| 1Y | -13.0% | +18.0% | -31.0% | -24.7% |
| 3Y | -5.3% | +93.1% | -98.4% | -43.2% |
| 5Y | -75.2% | +52.1% | -127.3% | -82.6% |
| 10Y | -80.5% | +212.0% | -292.5% | -91.9% |
| All | -56.8% | +342.5% | -399.3% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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