-71.4%
JBLU vs AMC
-99.5%
+28.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.5% |
| 7D | -5.6% | -6.8% | +1.2% | -4.7% |
| 30D | -22.3% | +1.7% | -24.0% | -22.6% |
| 3M | -11.0% | +26.8% | -37.8% | -15.6% |
| 6M | -3.1% | +117.7% | -120.8% | -16.0% |
| YTD | -3.7% | +57.7% | -61.4% | -13.0% |
| 1Y | -14.8% | -12.5% | -2.3% | -16.8% |
| 3Y | -15.4% | -65.7% | +50.3% | -13.3% |
| 5Y | -71.4% | -99.5% | +28.1% | -56.6% |
| All | -71.4% | -99.5% | +28.1% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling