-21.5%
JBLU vs AS
+107.2%
-128.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.7% |
| 7D | -5.6% | -2.8% | -2.8% | -4.5% |
| 30D | -22.3% | -23.2% | +0.9% | -13.4% |
| 3M | -11.0% | -20.1% | +9.1% | -2.0% |
| 6M | -3.1% | -18.5% | +15.4% | +6.2% |
| YTD | -3.7% | -25.6% | +21.9% | +8.8% |
| 1Y | -14.8% | -24.4% | +9.6% | -4.8% |
| All | -21.5% | +107.2% | -128.7% | -28.2% |
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