-73.8%
JBLU vs ARWR
+1,081.9%
-1,155.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.0% | -4.0% | -0.9% | -4.4% |
| 30D | -23.9% | -5.0% | -18.8% | -23.3% |
| 3M | -11.6% | +11.3% | -23.0% | -13.6% |
| 6M | -0.2% | +42.6% | -42.8% | -5.9% |
| YTD | -3.3% | +24.8% | -28.1% | -7.3% |
| 1Y | -15.4% | +178.8% | -194.2% | -28.5% |
| 3Y | -14.7% | +183.3% | -198.1% | -32.0% |
| 5Y | -70.0% | +29.5% | -99.5% | -74.8% |
| All | -73.8% | +1,081.9% | -1,155.7% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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