-73.8%
JBLU vs AME
+445.1%
-518.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.0% | -2.6% |
| 7D | -5.0% | +1.7% | -6.7% | -6.5% |
| 30D | -23.9% | -6.4% | -17.4% | -19.3% |
| 3M | -11.6% | +7.1% | -18.7% | -16.8% |
| 6M | -0.2% | +8.2% | -8.4% | -6.5% |
| YTD | -3.3% | +18.2% | -21.5% | -15.5% |
| 1Y | -15.4% | +26.7% | -42.1% | -30.7% |
| 3Y | -14.7% | +60.7% | -75.4% | -42.4% |
| 5Y | -70.0% | +91.6% | -161.6% | -82.6% |
| All | -73.8% | +445.1% | -518.8% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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