-70.8%
JBLU vs ALM
+904.7%
-975.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +1.0% |
| 7D | -4.8% | -7.1% | +2.3% | -4.3% |
| 30D | -24.4% | +24.7% | -49.1% | -25.9% |
| 3M | -4.8% | +8.3% | -13.1% | -6.2% |
| 6M | -0.5% | -22.2% | +21.7% | -0.5% |
| YTD | -3.5% | +88.1% | -91.6% | -9.5% |
| 1Y | -13.6% | +272.4% | -285.9% | -22.7% |
| 3Y | -15.3% | +2,004.1% | -2,019.4% | -35.7% |
| All | -70.8% | +904.7% | -975.5% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling