-45.8%
JBLU vs AMC
-98.1%
+52.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.1% |
| 7D | -3.5% | +2.3% | -5.9% | -3.7% |
| 30D | -27.2% | -0.7% | -26.5% | -27.2% |
| 3M | -4.3% | +35.2% | -39.5% | -7.4% |
| 6M | -8.3% | +124.6% | -132.9% | -15.0% |
| YTD | +1.8% | +69.9% | -68.1% | -3.8% |
| 1Y | -9.0% | -2.6% | -6.5% | -10.7% |
| 3Y | -21.9% | -79.8% | +57.8% | -18.4% |
| 5Y | -69.0% | -99.4% | +30.4% | -62.4% |
| 10Y | -70.8% | -98.9% | +28.1% | -70.3% |
| All | -45.8% | -98.1% | +52.2% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling