-21.0%
JBLU vs AMBA
+831.3%
-852.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.3% |
| 7D | +12.9% | +2.6% | +10.3% | +12.2% |
| 30D | +11.0% | -3.6% | +14.6% | +11.9% |
| 3M | -30.8% | -24.6% | -6.2% | -26.6% |
| 6M | -19.0% | -21.6% | +2.7% | -17.6% |
| YTD | -11.6% | -11.8% | +0.1% | -13.3% |
| 1Y | -7.4% | -33.2% | +25.8% | -4.0% |
| 3Y | +3.9% | +24.5% | -20.6% | -10.1% |
| 5Y | -73.9% | -67.7% | -6.2% | -72.6% |
| 10Y | -79.1% | +4.7% | -83.9% | -83.5% |
| All | -21.0% | +831.3% | -852.3% | -52.8% |
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 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