-15.4%
JBLU vs BUD
+34.7%
-50.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -5.0% | -2.6% | -2.3% | -3.7% |
| 30D | -23.9% | -1.2% | -22.7% | -23.3% |
| 3M | -11.6% | -4.9% | -6.7% | -9.7% |
| 6M | -0.2% | +9.3% | -9.5% | -6.2% |
| YTD | -3.3% | +24.0% | -27.3% | -5.4% |
| 1Y | -15.4% | +34.5% | -49.9% | -15.7% |
| All | -15.4% | +34.7% | -50.1% | -15.7% |
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