-5.3%
JBLU vs AMBA
+21.7%
-27.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +2.5% | +2.7% | -0.2% | +1.8% |
| 30D | +24.9% | -2.2% | +27.1% | +25.5% |
| 3M | -35.2% | -26.6% | -8.5% | -29.8% |
| 6M | -20.0% | -26.8% | +6.8% | -17.0% |
| YTD | -17.4% | -15.1% | -2.2% | -19.7% |
| 1Y | -13.0% | -32.3% | +19.3% | -10.3% |
| 3Y | -5.3% | +19.8% | -25.1% | -25.3% |
| All | -5.3% | +21.7% | -27.0% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling