-14.8%
JBLU vs AMBA
-17.3%
+2.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.4% | -11.5% | -4.5% |
| 7D | -5.6% | +2.5% | -8.1% | -6.1% |
| 30D | -22.3% | -16.1% | -6.2% | -19.9% |
| 3M | -11.0% | +4.6% | -15.6% | -13.1% |
| 6M | -3.1% | +29.2% | -32.3% | -14.3% |
| YTD | -3.7% | -2.9% | -0.9% | -10.2% |
| 1Y | -14.8% | -18.7% | +3.9% | -21.0% |
| All | -14.8% | -17.3% | +2.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling