+352.5%
APH vs JBLU
-70.1%
+422.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +1.6% | -5.6% | +7.2% | +2.4% |
| 30D | -3.0% | -22.3% | +19.3% | +0.4% |
| 3M | +5.7% | -11.0% | +16.7% | +6.7% |
| 6M | +20.0% | -3.1% | +23.1% | +19.0% |
| YTD | +20.8% | -3.7% | +24.5% | +18.5% |
| 1Y | +40.2% | -14.8% | +55.0% | +39.4% |
| 3Y | +288.1% | -15.4% | +303.5% | +246.8% |
| 5Y | +352.5% | -71.4% | +423.9% | +414.4% |
| All | +352.5% | -70.1% | +422.7% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 5y: compounded portfolio wealth divided by compounded JBLU 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…
5y analysis · Full analysis span regression · 6 months rolling