-52.8%
JBLU vs BAM
+81.2%
-134.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | +2.5% | -2.7% | +5.1% | +4.9% |
| 30D | +24.9% | +15.5% | +9.4% | +11.7% |
| 3M | -35.2% | -6.9% | -28.3% | -31.0% |
| 6M | -20.0% | +9.9% | -29.9% | -25.2% |
| YTD | -17.4% | +1.4% | -18.7% | -18.4% |
| 1Y | -13.0% | +3.3% | -16.2% | -15.2% |
| 3Y | -5.3% | +83.6% | -88.9% | -38.8% |
| All | -52.8% | +81.2% | -134.0% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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