-73.8%
JBLU vs AGI
+392.3%
-466.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -5.0% | -2.7% | -2.2% | -4.8% |
| 30D | -23.9% | +7.2% | -31.1% | -24.3% |
| 3M | -11.6% | +4.3% | -15.9% | -12.1% |
| 6M | -0.2% | -27.1% | +26.9% | +1.6% |
| YTD | -3.3% | -6.6% | +3.3% | -3.0% |
| 1Y | -15.4% | +9.5% | -24.9% | -16.0% |
| 3Y | -14.7% | +208.4% | -223.2% | -20.9% |
| 5Y | -70.0% | +401.6% | -471.7% | -73.0% |
| All | -73.8% | +392.3% | -466.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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