-12.7%
JBLU vs BUD
+38.4%
-51.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +10.5% |
| 7D | +24.9% | +3.3% | +21.6% | +23.1% |
| 30D | -12.3% | +11.8% | -24.1% | -17.3% |
| 3M | -44.5% | -1.1% | -43.4% | -44.1% |
| 6M | -25.7% | +14.9% | -40.6% | -31.6% |
| YTD | -21.8% | +32.6% | -54.4% | -27.4% |
| 1Y | -12.7% | +37.2% | -49.9% | -19.7% |
| All | -12.7% | +38.4% | -51.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling