-9.0%
JBLU vs AMBA
+837.3%
-846.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.5% | -11.0% | +7.4% | -1.0% |
| 30D | -27.2% | -23.2% | -4.0% | -22.8% |
| 3M | -4.3% | -12.7% | +8.4% | -3.8% |
| 6M | -8.3% | +11.2% | -19.5% | -13.9% |
| YTD | +1.8% | -11.2% | +13.0% | +0.1% |
| 1Y | -9.0% | -22.5% | +13.5% | -9.0% |
| 3Y | -21.9% | -1.3% | -20.6% | -28.8% |
| 5Y | -69.0% | -54.2% | -14.8% | -69.4% |
| 10Y | -70.8% | -6.1% | -64.7% | -76.5% |
| All | -9.0% | +837.3% | -846.3% | -45.5% |
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