-57.0%
JBLU vs ALLY
+98.8%
-155.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.1% |
| 3M | -35.2% | -13.3% | -21.9% | -28.3% |
| 6M | -20.0% | -6.7% | -13.3% | -15.2% |
| YTD | -17.4% | -12.8% | -4.5% | -8.4% |
| 1Y | -13.0% | +0.7% | -13.6% | -12.5% |
| 3Y | -5.3% | +65.2% | -70.5% | -32.5% |
| 5Y | -75.2% | -10.1% | -65.1% | -74.7% |
| 10Y | -80.5% | +177.0% | -257.4% | -90.5% |
| All | -57.0% | +98.8% | -155.8% | -76.9% |
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