-71.4%
JBLU vs AMBA
-50.1%
-21.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.4% | -11.5% | -5.5% |
| 7D | -5.6% | +2.5% | -8.1% | -6.5% |
| 30D | -22.3% | -16.1% | -6.2% | -18.4% |
| 3M | -11.0% | +4.6% | -15.6% | -15.0% |
| 6M | -3.1% | +29.2% | -32.3% | -15.9% |
| YTD | -3.7% | -2.9% | -0.9% | -9.3% |
| 1Y | -14.8% | -18.7% | +3.9% | -16.9% |
| 3Y | -15.4% | +14.9% | -30.3% | -31.2% |
| 5Y | -71.4% | -53.0% | -18.4% | -73.8% |
| All | -71.4% | -50.1% | -21.2% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling