-48.3%
JBLU vs ALLY
+117.4%
-165.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.2% |
| 7D | +1.1% | +1.0% | +0.1% | +0.4% |
| 30D | -25.5% | -3.3% | -22.2% | -23.8% |
| 3M | -5.0% | +0.5% | -5.5% | -4.8% |
| 6M | +0.7% | +12.6% | -11.9% | -6.0% |
| YTD | -0.7% | -4.7% | +4.0% | +3.3% |
| 1Y | -12.7% | +5.2% | -18.0% | -15.4% |
| 3Y | -12.7% | +66.5% | -79.2% | -38.7% |
| 5Y | -69.3% | +0.2% | -69.5% | -71.1% |
| 10Y | -73.0% | +180.8% | -253.8% | -87.4% |
| All | -48.3% | +117.4% | -165.7% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling