-70.7%
JBLU vs ATI
+1,029.4%
-1,100.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | -5.6% | +0.7% | -2.5% |
| 30D | -23.9% | -13.7% | -10.1% | -18.8% |
| 3M | -11.6% | -0.4% | -11.3% | -12.5% |
| 6M | -0.2% | +26.2% | -26.5% | -11.3% |
| YTD | -3.3% | +73.2% | -76.5% | -25.3% |
| 1Y | -15.4% | +161.6% | -177.0% | -46.5% |
| 3Y | -14.7% | +346.2% | -360.9% | -59.9% |
| All | -70.7% | +1,029.4% | -1,100.1% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling