-70.7%
JBLU vs ARWR
+29.9%
-100.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.0% | -4.0% | -0.9% | -3.9% |
| 30D | -23.9% | -5.0% | -18.8% | -22.9% |
| 3M | -11.6% | +11.3% | -23.0% | -15.1% |
| 6M | -0.2% | +42.6% | -42.8% | -10.3% |
| YTD | -3.3% | +24.8% | -28.1% | -10.6% |
| 1Y | -15.4% | +178.8% | -194.2% | -37.9% |
| 3Y | -14.7% | +183.3% | -198.1% | -45.0% |
| All | -70.7% | +29.9% | -100.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling