-14.9%
JBLU vs BUD
+43.8%
-58.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -4.8% | -3.2% | -1.6% | -3.3% |
| 30D | -24.4% | -3.7% | -20.8% | -23.1% |
| 3M | -4.8% | -4.4% | -0.3% | -2.8% |
| 6M | -0.5% | +7.7% | -8.2% | -4.2% |
| YTD | -3.5% | +23.1% | -26.6% | -11.9% |
| 1Y | -13.6% | +33.6% | -47.2% | -24.1% |
| All | -14.9% | +43.8% | -58.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling