-9.8%
JBLU vs AGNC
+622.7%
-632.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -5.0% | -4.7% | -0.3% | -1.8% |
| 30D | -23.9% | -5.7% | -18.2% | -20.7% |
| 3M | -11.6% | +1.9% | -13.5% | -12.6% |
| 6M | -0.2% | +1.8% | -2.0% | -0.5% |
| YTD | -3.3% | +3.4% | -6.7% | -4.8% |
| 1Y | -15.4% | +13.6% | -29.0% | -21.9% |
| 3Y | -14.7% | +60.4% | -75.1% | -37.7% |
| 5Y | -70.0% | +27.0% | -97.0% | -74.6% |
| 10Y | -72.9% | +83.1% | -156.0% | -81.7% |
| All | -9.8% | +622.7% | -632.5% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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