-77.2%
JBLU vs AUR
-35.7%
-41.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -5.0% | +1.4% | -6.4% | -5.2% |
| 30D | -23.9% | -6.4% | -17.5% | -23.2% |
| 3M | -11.6% | +7.7% | -19.4% | -13.2% |
| 6M | -0.2% | +44.5% | -44.7% | -7.5% |
| YTD | -3.3% | +67.4% | -70.7% | -12.6% |
| 1Y | -15.4% | +15.4% | -30.8% | -19.3% |
| 3Y | -14.7% | +94.8% | -109.6% | -33.7% |
| 5Y | -70.0% | -35.1% | -34.9% | -78.1% |
| All | -77.2% | -35.7% | -41.5% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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