-14.7%
JBLU vs AWK
+7.8%
-22.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | -5.0% | -2.1% | -2.8% | -4.8% |
| 30D | -23.9% | +2.1% | -25.9% | -24.0% |
| 3M | -11.6% | +11.4% | -23.0% | -12.2% |
| 6M | -0.2% | +3.9% | -4.1% | -0.5% |
| YTD | -3.3% | +7.7% | -11.0% | -3.7% |
| 1Y | -15.4% | +1.3% | -16.7% | -15.3% |
| 3Y | -14.7% | +7.2% | -21.9% | -24.2% |
| All | -14.7% | +7.8% | -22.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling