-73.8%
JBLU vs AJG
+473.1%
-546.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +1.0% |
| 7D | -5.0% | -8.3% | +3.3% | +0.4% |
| 30D | -23.9% | -5.7% | -18.2% | -21.1% |
| 3M | -11.6% | +9.1% | -20.7% | -17.6% |
| 6M | -0.2% | +15.2% | -15.4% | -10.9% |
| YTD | -3.3% | -6.3% | +3.0% | -1.5% |
| 1Y | -15.4% | -19.1% | +3.7% | -4.6% |
| 3Y | -14.7% | +8.2% | -23.0% | -24.9% |
| 5Y | -70.0% | +75.6% | -145.7% | -82.5% |
| All | -73.8% | +473.1% | -546.9% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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