+96.2%
AGG vs JBLU
-83.2%
+179.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | -5.0% | +3.9% | -1.1% |
| 30D | -1.1% | -23.9% | +22.7% | -1.2% |
| 3M | -1.9% | -11.6% | +9.7% | -1.9% |
| 6M | -1.7% | -0.2% | -1.5% | -1.7% |
| YTD | -1.3% | -3.3% | +2.0% | -1.3% |
| 1Y | -0.7% | -15.4% | +14.6% | -0.7% |
| 3Y | +12.5% | -14.7% | +27.2% | +12.6% |
| 5Y | -2.5% | -70.0% | +67.5% | -2.7% |
| 10Y | +14.2% | -72.9% | +87.1% | +14.0% |
| All | +96.2% | -83.2% | +179.4% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling