-73.8%
JBLU vs AMC
-99.0%
+25.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | -4.8% | -7.1% | +2.3% | -4.3% |
| 30D | -24.4% | -1.7% | -22.8% | -24.4% |
| 3M | -4.8% | +13.5% | -18.2% | -6.4% |
| 6M | -0.5% | +112.6% | -113.1% | -7.0% |
| YTD | -3.5% | +51.3% | -54.8% | -7.8% |
| 1Y | -13.6% | -14.5% | +0.9% | -14.3% |
| 3Y | -15.3% | -67.1% | +51.9% | -13.8% |
| 5Y | -70.1% | -99.5% | +29.4% | -63.7% |
| All | -73.8% | -99.0% | +25.2% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling