-36.9%
JBLU vs AMDL
+131.0%
-167.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.0% | -9.1% | -3.9% |
| 7D | -5.6% | +29.0% | -34.6% | -9.0% |
| 30D | -22.3% | +19.1% | -41.4% | -24.5% |
| 3M | -11.0% | +1.8% | -12.8% | -14.4% |
| 6M | -3.1% | +374.4% | -377.5% | -28.4% |
| YTD | -3.7% | +278.9% | -282.6% | -28.9% |
| 1Y | -14.8% | +510.6% | -525.4% | -45.3% |
| All | -36.9% | +131.0% | -167.9% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling