+7.3%
JBLU vs AMRZ
-20.1%
+27.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.0% | -7.5% | +2.6% | +1.0% |
| 30D | -23.9% | -12.4% | -11.5% | -15.6% |
| 3M | -11.6% | -22.4% | +10.7% | +7.5% |
| 6M | -0.2% | -29.5% | +29.3% | +29.7% |
| YTD | -3.3% | -24.1% | +20.9% | +19.9% |
| 1Y | -15.4% | -26.3% | +10.9% | +7.1% |
| All | +7.3% | -20.1% | +27.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling