-31.7%
JBLU vs AR
-27.2%
-4.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -3.5% | +2.5% | -6.0% | -3.9% |
| 30D | -27.2% | +14.8% | -42.0% | -28.8% |
| 3M | -4.3% | +6.2% | -10.6% | -5.6% |
| 6M | -8.3% | +4.3% | -12.6% | -10.0% |
| YTD | +1.8% | +14.4% | -12.6% | -2.1% |
| 1Y | -9.0% | +21.3% | -30.4% | -13.6% |
| 3Y | -21.9% | +39.8% | -61.7% | -29.0% |
| 5Y | -69.0% | +142.1% | -211.1% | -75.0% |
| 10Y | -70.8% | +52.0% | -122.8% | -82.3% |
| All | -31.7% | -27.2% | -4.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling