-70.7%
JBLU vs AME
+89.9%
-160.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.0% | -3.0% |
| 7D | -5.0% | +1.7% | -6.7% | -6.6% |
| 30D | -23.9% | -6.4% | -17.4% | -18.8% |
| 3M | -11.6% | +7.1% | -18.7% | -17.5% |
| 6M | -0.2% | +8.2% | -8.4% | -7.5% |
| YTD | -3.3% | +18.2% | -21.5% | -17.0% |
| 1Y | -15.4% | +26.7% | -42.1% | -32.4% |
| 3Y | -14.7% | +60.7% | -75.4% | -45.0% |
| All | -70.7% | +89.9% | -160.6% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling