-9.0%
JBLU vs AMDL
+384.9%
-393.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.3% |
| 7D | -3.5% | +4.5% | -8.1% | -3.9% |
| 30D | -27.2% | -4.4% | -22.8% | -27.0% |
| 3M | -4.3% | -30.5% | +26.1% | -4.1% |
| 6M | -8.3% | +300.9% | -309.2% | -19.2% |
| YTD | +1.8% | +219.9% | -218.2% | -10.6% |
| 1Y | -9.0% | +374.7% | -383.8% | -18.5% |
| All | -9.0% | +384.9% | -393.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling