-73.8%
JBLU vs ATI
+1,154.1%
-1,227.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | -5.6% | +0.7% | -2.7% |
| 30D | -23.9% | -13.7% | -10.1% | -19.1% |
| 3M | -11.6% | -0.4% | -11.3% | -12.4% |
| 6M | -0.2% | +26.2% | -26.5% | -10.4% |
| YTD | -3.3% | +73.2% | -76.5% | -23.9% |
| 1Y | -15.4% | +161.6% | -177.0% | -44.7% |
| 3Y | -14.7% | +346.2% | -360.9% | -57.2% |
| 5Y | -70.0% | +1,047.6% | -1,117.7% | -90.1% |
| All | -73.8% | +1,154.1% | -1,227.8% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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