-73.8%
JBLU vs AG
+68.4%
-142.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.6% |
| 7D | -5.0% | -6.7% | +1.8% | -4.1% |
| 30D | -23.9% | +2.2% | -26.0% | -24.3% |
| 3M | -11.6% | +15.7% | -27.3% | -13.9% |
| 6M | -0.2% | -23.8% | +23.6% | +2.2% |
| YTD | -3.3% | +17.6% | -20.9% | -7.2% |
| 1Y | -15.4% | +88.6% | -104.0% | -24.3% |
| 3Y | -14.7% | +253.4% | -268.2% | -32.6% |
| 5Y | -70.0% | +62.4% | -132.5% | -74.7% |
| All | -73.8% | +68.4% | -142.1% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling