-34.7%
JBLU vs BAH
+878.1%
-912.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -22.3% | -6.6% | -15.7% | -20.8% |
| 3M | -11.0% | -7.2% | -3.8% | -9.6% |
| 6M | -3.1% | -10.0% | +6.9% | -1.2% |
| YTD | -3.7% | -12.5% | +8.7% | -1.4% |
| 1Y | -14.8% | -27.9% | +13.1% | -7.6% |
| 3Y | -15.4% | -31.4% | +16.0% | -10.6% |
| 5Y | -71.4% | -3.2% | -68.1% | -73.6% |
| 10Y | -73.0% | +191.5% | -264.5% | -83.1% |
| All | -34.7% | +878.1% | -912.8% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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