-20.0%
JBLU vs AMDL
-8.0%
-12.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.6% | +16.3% | +1.1% |
| 7D | +2.5% | +37.2% | -34.8% | -3.0% |
| 30D | +24.9% | -24.0% | +49.0% | +25.9% |
| 3M | -35.2% | -1.0% | -34.2% | -36.7% |
| 6M | -20.0% | -3.2% | -16.8% | -27.8% |
| All | -20.0% | -8.0% | -12.0% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling