-73.8%
JBLU vs AR
+41.9%
-115.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | -5.0% | -2.5% | -2.5% | -4.6% |
| 30D | -23.9% | +2.5% | -26.4% | -24.2% |
| 3M | -11.6% | +12.3% | -23.9% | -13.7% |
| 6M | -0.2% | -3.1% | +2.9% | -0.9% |
| YTD | -3.3% | +11.5% | -14.8% | -6.9% |
| 1Y | -15.4% | +17.0% | -32.4% | -19.6% |
| 3Y | -14.7% | +47.3% | -62.0% | -24.0% |
| 5Y | -70.0% | +141.2% | -211.3% | -76.5% |
| All | -73.8% | +41.9% | -115.6% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling