-4.0%
JBLU vs ALLY
+64.0%
-68.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.7% |
| 7D | +9.2% | -2.1% | +11.3% | +10.9% |
| 30D | +13.7% | +2.0% | +11.7% | +12.6% |
| 3M | -34.1% | -13.3% | -20.8% | -26.3% |
| 6M | -19.5% | -9.9% | -9.6% | -11.9% |
| YTD | -16.3% | -13.5% | -2.7% | -6.0% |
| 1Y | -13.4% | -2.8% | -10.6% | -10.4% |
| All | -4.0% | +64.0% | -68.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling