-70.7%
JBLU vs ARES
+94.4%
-165.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.3% |
| 7D | -5.0% | -6.1% | +1.1% | -1.1% |
| 30D | -23.9% | -7.5% | -16.4% | -20.1% |
| 3M | -11.6% | +0.1% | -11.8% | -12.4% |
| 6M | -0.2% | +30.3% | -30.5% | -17.0% |
| YTD | -3.3% | -16.6% | +13.3% | +5.3% |
| 1Y | -15.4% | -26.1% | +10.7% | -0.5% |
| 3Y | -14.7% | +36.4% | -51.2% | -35.0% |
| All | -70.7% | +94.4% | -165.2% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling