-14.7%
JBLU vs JAAA
+19.0%
-33.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | -0.4% |
| 7D | -5.0% | +0.1% | -5.0% | -5.6% |
| 30D | -23.9% | +0.5% | -24.4% | -27.3% |
| 3M | -11.6% | +1.3% | -12.9% | -20.7% |
| 6M | -0.2% | +2.8% | -3.0% | -20.7% |
| YTD | -3.3% | +3.3% | -6.6% | -25.6% |
| 1Y | -15.4% | +4.9% | -20.3% | -42.4% |
| 3Y | -14.7% | +19.0% | -33.7% | +18.5% |
| All | -14.7% | +19.0% | -33.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling