-12.7%
JBLU vs AMP
+18.6%
-31.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.5% | +7.5% | +8.4% |
| 7D | +24.9% | +7.7% | +17.2% | +18.7% |
| 30D | -12.3% | +6.6% | -18.9% | -16.2% |
| 3M | -44.5% | -4.7% | -39.7% | -42.6% |
| 6M | -25.7% | +12.9% | -38.6% | -31.5% |
| YTD | -21.8% | +8.6% | -30.4% | -26.8% |
| 1Y | -12.7% | +18.2% | -31.0% | -25.0% |
| All | -12.7% | +18.6% | -31.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling