-73.8%
JBLU vs ARMK
+146.1%
-219.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -1.7% |
| 7D | -5.0% | +3.1% | -8.1% | -6.8% |
| 30D | -23.9% | -2.8% | -21.1% | -22.5% |
| 3M | -11.6% | +7.6% | -19.2% | -15.9% |
| 6M | -0.2% | +47.9% | -48.1% | -22.0% |
| YTD | -3.3% | +60.0% | -63.3% | -28.1% |
| 1Y | -15.4% | +52.2% | -67.6% | -35.2% |
| 3Y | -14.7% | +131.4% | -146.1% | -50.0% |
| 5Y | -70.0% | +163.2% | -233.2% | -83.3% |
| All | -73.8% | +146.1% | -219.8% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling