-25.1%
JBLU vs AMBA
+810.0%
-835.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.7% |
| 7D | +9.2% | +10.7% | -1.5% | +6.8% |
| 30D | +13.7% | -5.0% | +18.8% | +15.0% |
| 3M | -34.1% | -26.9% | -7.2% | -29.5% |
| 6M | -19.5% | -21.9% | +2.5% | -18.1% |
| YTD | -16.3% | -13.8% | -2.5% | -17.4% |
| 1Y | -13.4% | -36.1% | +22.7% | -9.3% |
| 3Y | -1.6% | +21.6% | -23.2% | -14.3% |
| 5Y | -74.9% | -68.8% | -6.1% | -73.4% |
| 10Y | -80.2% | +2.3% | -82.6% | -84.2% |
| All | -25.1% | +810.0% | -835.1% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling