-48.5%
JBLU vs ARMK
+357.2%
-405.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.2% |
| 7D | +1.1% | +1.7% | -0.6% | 0.0% |
| 30D | -25.5% | +3.1% | -28.7% | -27.0% |
| 3M | -5.0% | +9.2% | -14.3% | -10.2% |
| 6M | +0.7% | +43.7% | -43.0% | -19.6% |
| YTD | -0.7% | +57.4% | -58.0% | -25.0% |
| 1Y | -12.7% | +51.9% | -64.6% | -32.7% |
| 3Y | -12.7% | +125.4% | -138.1% | -47.5% |
| 5Y | -69.3% | +149.1% | -218.4% | -82.2% |
| 10Y | -73.0% | +135.4% | -208.5% | -84.6% |
| All | -48.5% | +357.2% | -405.7% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling