-68.6%
JBLU vs AG
+451.1%
-519.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.3% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -22.3% | +12.5% | -34.8% | -23.4% |
| 3M | -11.0% | +28.2% | -39.1% | -13.5% |
| 6M | -3.1% | -18.8% | +15.7% | -1.9% |
| YTD | -3.7% | +27.4% | -31.1% | -7.3% |
| 1Y | -14.8% | +132.2% | -147.0% | -23.2% |
| 3Y | -15.4% | +286.9% | -302.3% | -29.6% |
| 5Y | -71.4% | +72.8% | -144.1% | -74.9% |
| 10Y | -73.0% | +74.6% | -147.6% | -77.8% |
| All | -68.6% | +451.1% | -519.7% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling