-67.1%
JBLU vs AME
+4,675.4%
-4,742.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -24.4% | -8.6% | -15.8% | -19.0% |
| 3M | -4.8% | +5.8% | -10.5% | -8.6% |
| 6M | -0.5% | +3.8% | -4.3% | -2.7% |
| YTD | -3.5% | +14.4% | -18.0% | -12.0% |
| 1Y | -13.6% | +25.8% | -39.4% | -26.9% |
| 3Y | -15.3% | +55.2% | -70.4% | -38.1% |
| 5Y | -70.1% | +85.5% | -155.6% | -80.9% |
| 10Y | -72.9% | +424.0% | -496.9% | -92.0% |
| All | -67.1% | +4,675.4% | -4,742.5% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling