-12.7%
JBLU vs AR
+14.7%
-27.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -6.3% | +18.2% | +8.2% |
| 7D | +24.9% | -11.1% | +36.0% | +17.6% |
| 30D | -12.3% | +7.9% | -20.2% | -8.1% |
| 3M | -44.5% | +4.9% | -49.3% | -41.9% |
| 6M | -25.7% | -5.3% | -20.4% | -24.4% |
| YTD | -21.8% | +8.6% | -30.4% | -16.8% |
| 1Y | -12.7% | +13.7% | -26.4% | -7.7% |
| All | -12.7% | +14.7% | -27.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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