-14.9%
JBLU vs ALLY
+64.5%
-79.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -4.8% | -3.3% | -1.5% | -2.4% |
| 30D | -24.4% | -4.1% | -20.4% | -22.0% |
| 3M | -4.8% | +1.4% | -6.2% | -5.2% |
| 6M | -0.5% | +14.4% | -14.8% | -8.2% |
| YTD | -3.5% | -4.9% | +1.4% | +0.6% |
| 1Y | -13.6% | +5.5% | -19.1% | -16.5% |
| All | -14.9% | +64.5% | -79.4% | -38.9% |
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