-70.7%
JBLU vs ALLY
-4.7%
-66.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | -5.0% | -3.8% | -1.2% | -2.5% |
| 30D | -23.9% | -4.9% | -18.9% | -21.1% |
| 3M | -11.6% | -2.6% | -9.1% | -9.8% |
| 6M | -0.2% | +15.7% | -16.0% | -8.4% |
| YTD | -3.3% | -5.2% | +1.9% | +0.8% |
| 1Y | -15.4% | +2.8% | -18.2% | -16.7% |
| 3Y | -14.7% | +63.4% | -78.2% | -38.4% |
| All | -70.7% | -4.7% | -66.1% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling