-30.6%
JBLU vs ALM
+8,043.4%
-8,074.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -3.1% |
| 7D | -5.6% | +3.6% | -9.2% | -5.6% |
| 30D | -22.3% | +33.8% | -56.1% | -22.4% |
| 3M | -11.0% | +14.8% | -25.8% | -11.1% |
| 6M | -3.1% | -7.0% | +3.9% | -3.1% |
| YTD | -3.7% | +108.1% | -111.8% | -4.0% |
| 1Y | -14.8% | +313.8% | -328.6% | -15.2% |
| 3Y | -15.4% | +2,227.6% | -2,243.1% | -16.3% |
| 5Y | -71.4% | +956.6% | -1,028.0% | -71.6% |
| 10Y | -73.0% | +3,082.3% | -3,155.3% | -73.2% |
| All | -30.6% | +8,043.4% | -8,074.0% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling