-36.6%
JBLU vs AMDL
+126.1%
-162.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.6% | -0.4% |
| 7D | -5.0% | +15.9% | -20.9% | -7.0% |
| 30D | -23.9% | +10.5% | -34.4% | -25.3% |
| 3M | -11.6% | -4.7% | -6.9% | -14.2% |
| 6M | -0.2% | +355.2% | -355.4% | -25.9% |
| YTD | -3.3% | +270.9% | -274.2% | -28.4% |
| 1Y | -15.4% | +499.5% | -514.9% | -45.5% |
| All | -36.6% | +126.1% | -162.7% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling