-75.5%
JBLU vs ALLY
-10.0%
-65.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.9% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | +24.9% | +5.2% | +19.7% | +21.0% |
| 3M | -35.2% | -13.3% | -21.9% | -28.2% |
| 6M | -20.0% | -6.7% | -13.3% | -15.1% |
| YTD | -17.4% | -12.8% | -4.5% | -8.4% |
| 1Y | -13.0% | +0.7% | -13.6% | -12.4% |
| 3Y | -5.3% | +65.2% | -70.5% | -31.6% |
| All | -75.5% | -10.0% | -65.5% | -72.8% |
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