-67.0%
JBLU vs AU
+536.4%
-603.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -5.0% | -4.3% | -0.7% | -4.6% |
| 30D | -23.9% | +7.3% | -31.2% | -24.4% |
| 3M | -11.6% | +26.3% | -38.0% | -13.5% |
| 6M | -0.2% | +1.8% | -2.0% | -0.8% |
| YTD | -3.3% | +26.8% | -30.1% | -5.4% |
| 1Y | -15.4% | +66.7% | -82.1% | -19.0% |
| 3Y | -14.7% | +579.1% | -593.8% | -26.8% |
| 5Y | -70.0% | +689.3% | -759.4% | -74.8% |
| 10Y | -72.9% | +686.6% | -759.5% | -78.0% |
| All | -67.0% | +536.4% | -603.4% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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