-66.1%
JBLU vs ARWR
+336.5%
-402.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | +1.1% | +2.9% | -1.7% | +1.1% |
| 30D | -25.5% | -2.9% | -22.6% | -25.5% |
| 3M | -5.0% | +15.2% | -20.3% | -5.3% |
| 6M | +0.7% | +42.3% | -41.6% | +0.1% |
| YTD | -0.7% | +28.2% | -28.9% | -1.1% |
| 1Y | -12.7% | +213.2% | -226.0% | -14.2% |
| 3Y | -12.7% | +184.6% | -197.4% | -14.5% |
| 5Y | -69.3% | +29.2% | -98.5% | -69.7% |
| 10Y | -73.0% | +1,012.5% | -1,085.6% | -74.1% |
| All | -66.1% | +336.5% | -402.6% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling