-69.3%
JBLU vs AVAV
+478.6%
-547.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.8% |
| 7D | -3.5% | -2.2% | -1.3% | -3.1% |
| 30D | -27.2% | -13.9% | -13.3% | -25.0% |
| 3M | -4.3% | -29.2% | +24.9% | +1.5% |
| 6M | -8.3% | -36.1% | +27.8% | -1.7% |
| YTD | +1.8% | -40.2% | +42.0% | +8.7% |
| 1Y | -9.0% | -36.2% | +27.2% | -5.6% |
| 3Y | -21.9% | +47.5% | -69.4% | -37.1% |
| 5Y | -69.0% | +39.3% | -108.3% | -76.0% |
| 10Y | -70.8% | +482.6% | -553.4% | -85.3% |
| All | -69.3% | +478.6% | -547.9% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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