-70.7%
JBLU vs AR
+135.2%
-205.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -5.0% | -2.5% | -2.5% | -4.7% |
| 30D | -23.9% | +2.5% | -26.4% | -24.1% |
| 3M | -11.6% | +12.3% | -23.9% | -13.1% |
| 6M | -0.2% | -3.1% | +2.9% | -0.6% |
| YTD | -3.3% | +11.5% | -14.8% | -6.5% |
| 1Y | -15.4% | +17.0% | -32.4% | -19.2% |
| 3Y | -14.7% | +47.3% | -62.0% | -22.4% |
| All | -70.7% | +135.2% | -205.9% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling