0.0%
AGG vs JBLU
-15.1%
+15.1%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +0.5% | +14.4% | -13.9% | +0.2% |
| 30D | +2.4% | -13.4% | +15.8% | +2.8% |
| 3M | -0.8% | -45.1% | +44.4% | +0.8% |
| 6M | -0.8% | -27.9% | +27.1% | -0.1% |
| YTD | -0.6% | -23.3% | +22.7% | -0.2% |
| 1Y | 0.0% | -18.6% | +18.7% | +0.2% |
| All | 0.0% | -15.1% | +15.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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