-3.1%
JBLU vs ARES
+28.1%
-31.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.4% |
| 7D | -5.6% | -2.7% | -2.9% | -4.2% |
| 30D | -22.3% | -2.4% | -20.0% | -21.3% |
| 3M | -11.0% | +3.9% | -14.9% | -13.0% |
| 6M | -3.1% | +26.4% | -29.5% | -15.6% |
| All | -3.1% | +28.1% | -31.2% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling