-28.3%
JBLU vs AS
+137.8%
-166.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +2.3% |
| 7D | +25.8% | +4.5% | +21.3% | +23.7% |
| 30D | +4.2% | +13.2% | -9.1% | -1.0% |
| 3M | -29.1% | -11.9% | -17.2% | -25.4% |
| 6M | -21.7% | -11.6% | -10.1% | -17.5% |
| YTD | -12.1% | -14.7% | +2.6% | -6.3% |
| 1Y | -9.3% | +5.7% | -15.0% | -10.5% |
| All | -28.3% | +137.8% | -166.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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