-46.8%
JBLU vs ALLE
+260.9%
-307.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.3% |
| 30D | -27.2% | -6.8% | -20.4% | -23.1% |
| 3M | -4.3% | +21.0% | -25.4% | -17.5% |
| 6M | -8.3% | +1.1% | -9.4% | -9.3% |
| YTD | +1.8% | -0.5% | +2.3% | +1.3% |
| 1Y | -9.0% | -7.3% | -1.8% | -4.6% |
| 3Y | -21.9% | +42.3% | -64.2% | -40.6% |
| 5Y | -69.0% | +13.5% | -82.5% | -72.8% |
| 10Y | -70.8% | +144.0% | -214.8% | -85.3% |
| All | -46.8% | +260.9% | -307.6% | -79.8% |
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