-67.1%
JBLU vs ATI
+1,483.0%
-1,550.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.4% |
| 7D | -4.8% | -2.7% | -2.1% | -3.9% |
| 30D | -24.4% | -13.5% | -10.9% | -20.8% |
| 3M | -4.8% | +8.5% | -13.3% | -8.0% |
| 6M | -0.5% | +25.2% | -25.6% | -8.1% |
| YTD | -3.5% | +73.4% | -76.9% | -20.1% |
| 1Y | -13.6% | +160.5% | -174.1% | -38.1% |
| 3Y | -15.3% | +347.3% | -362.5% | -50.4% |
| 5Y | -70.1% | +1,049.0% | -1,119.1% | -87.3% |
| 10Y | -72.9% | +1,131.4% | -1,204.4% | -90.3% |
| All | -67.1% | +1,483.0% | -1,550.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling