-70.7%
JBLU vs AMCR
-12.3%
-58.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.5% |
| 7D | -5.0% | -6.3% | +1.3% | 0.0% |
| 30D | -23.9% | -7.8% | -16.1% | -19.0% |
| 3M | -11.6% | +7.5% | -19.2% | -16.2% |
| 6M | -0.2% | +2.7% | -2.9% | -1.5% |
| YTD | -3.3% | +6.0% | -9.3% | -7.8% |
| 1Y | -15.4% | +7.8% | -23.2% | -20.6% |
| 3Y | -14.7% | +5.8% | -20.5% | -20.3% |
| All | -70.7% | -12.3% | -58.4% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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