-19.0%
JBLU vs AS
+114.1%
-133.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -1.2% |
| 7D | +1.1% | -2.6% | +3.7% | +2.2% |
| 30D | -25.5% | -22.1% | -3.4% | -17.4% |
| 3M | -5.0% | -15.3% | +10.3% | +2.0% |
| 6M | +0.7% | -15.6% | +16.2% | +8.7% |
| YTD | -0.7% | -23.2% | +22.5% | +10.7% |
| 1Y | -12.7% | -21.7% | +9.0% | -3.9% |
| All | -19.0% | +114.1% | -133.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling