-20.4%
JBLU vs AMIX
-99.9%
+79.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -5.6% | +1.6% | -7.2% | -5.6% |
| 30D | -22.3% | -50.8% | +28.5% | -21.7% |
| 3M | -11.0% | -46.3% | +35.3% | -11.9% |
| 6M | -3.1% | -49.9% | +46.8% | -4.2% |
| YTD | -3.7% | -60.4% | +56.7% | -4.4% |
| 1Y | -14.8% | -81.7% | +66.9% | -14.0% |
| All | -20.4% | -99.9% | +79.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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