-73.8%
JBLU vs ALM
+2,589.2%
-2,663.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.6% |
| 7D | -5.0% | -11.8% | +6.9% | -4.3% |
| 30D | -23.9% | +7.8% | -31.7% | -24.4% |
| 3M | -11.6% | -9.3% | -2.4% | -11.8% |
| 6M | -0.2% | -30.5% | +30.2% | +0.6% |
| YTD | -3.3% | +75.8% | -79.1% | -8.0% |
| 1Y | -15.4% | +241.2% | -256.6% | -22.9% |
| 3Y | -14.7% | +1,872.6% | -1,887.3% | -32.3% |
| 5Y | -70.0% | +849.6% | -919.6% | -75.5% |
| All | -73.8% | +2,589.2% | -2,663.0% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling