-5.6%
JBLU vs AWK
+963.1%
-968.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -4.8% | -0.7% | -4.0% | -4.5% |
| 30D | -24.4% | +2.8% | -27.2% | -25.3% |
| 3M | -4.8% | +11.3% | -16.1% | -9.3% |
| 6M | -0.5% | +6.7% | -7.2% | -3.8% |
| YTD | -3.5% | +9.4% | -12.9% | -8.3% |
| 1Y | -13.6% | +3.7% | -17.3% | -16.1% |
| 3Y | -15.3% | +9.2% | -24.5% | -22.3% |
| 5Y | -70.1% | -15.7% | -54.4% | -69.4% |
| 10Y | -72.9% | +135.3% | -208.2% | -85.5% |
| All | -5.6% | +963.1% | -968.7% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling