-38.9%
JBLU vs UMAC
+473.8%
-512.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -5.0% | -3.4% | -1.6% | -4.9% |
| 30D | -23.9% | -15.1% | -8.8% | -23.5% |
| 3M | -11.6% | -10.8% | -0.9% | -11.8% |
| 6M | -0.2% | +15.7% | -15.9% | -2.9% |
| YTD | -3.3% | +80.1% | -83.4% | -8.3% |
| 1Y | -15.4% | +116.7% | -132.1% | -20.9% |
| All | -38.9% | +473.8% | -512.6% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 all: compounded portfolio wealth divided by compounded UMAC 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…
all analysis · Full analysis span regression · 6 months rolling