-14.9%
JBLU vs AG
+260.2%
-275.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.9% |
| 7D | -4.8% | -5.8% | +1.0% | -4.0% |
| 30D | -24.4% | +6.4% | -30.8% | -25.3% |
| 3M | -4.8% | +28.4% | -33.1% | -8.9% |
| 6M | -0.5% | -24.5% | +24.0% | +1.8% |
| YTD | -3.5% | +21.2% | -24.7% | -7.7% |
| 1Y | -13.6% | +114.1% | -127.7% | -23.8% |
| All | -14.9% | +260.2% | -275.1% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling