-12.7%
JBLU vs ARES
-9.0%
-3.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.1% | +5.8% | +9.0% |
| 7D | +24.9% | +10.5% | +14.4% | +19.7% |
| 30D | -12.3% | +16.8% | -29.2% | -18.1% |
| 3M | -44.5% | -3.2% | -41.2% | -43.8% |
| 6M | -25.7% | +16.4% | -42.1% | -30.0% |
| YTD | -21.8% | -12.4% | -9.4% | -19.0% |
| 1Y | -12.7% | -6.9% | -5.9% | -14.7% |
| All | -12.7% | -9.0% | -3.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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