-46.6%
JBLU vs ARES
+1,142.5%
-1,189.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.6% |
| 7D | -5.6% | -2.7% | -2.9% | -4.3% |
| 30D | -22.3% | -2.4% | -20.0% | -21.4% |
| 3M | -11.0% | +3.9% | -14.9% | -13.0% |
| 6M | -3.1% | +26.4% | -29.5% | -14.6% |
| YTD | -3.7% | -14.9% | +11.1% | +1.8% |
| 1Y | -14.8% | -20.4% | +5.6% | -7.2% |
| 3Y | -15.4% | +38.8% | -54.2% | -29.4% |
| 5Y | -71.4% | +97.0% | -168.3% | -79.9% |
| 10Y | -73.0% | +999.8% | -1,072.8% | -88.8% |
| All | -46.6% | +1,142.5% | -1,189.1% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling