-12.7%
JBLU vs JAAA
+4.8%
-17.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +24.9% | +0.2% | +24.8% | +21.8% |
| 30D | -12.3% | +0.4% | -12.7% | -18.3% |
| 3M | -44.5% | +1.2% | -45.7% | -54.5% |
| 6M | -25.7% | +2.3% | -28.0% | -49.5% |
| YTD | -21.8% | +3.9% | -25.6% | -51.7% |
| 1Y | -12.7% | +4.8% | -17.5% | -35.2% |
| All | -12.7% | +4.8% | -17.5% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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