-19.5%
JBLU vs ALLY
-9.8%
-9.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.2% |
| 7D | +9.2% | -2.1% | +11.3% | +12.3% |
| 30D | +13.7% | +2.0% | +11.7% | +11.3% |
| 3M | -34.1% | -13.3% | -20.8% | -20.1% |
| 6M | -19.5% | -9.9% | -9.6% | -8.7% |
| All | -19.5% | -9.8% | -9.7% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling