+13,649.5%
APH vs JBLU
-64.0%
+13,713.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.3% |
| 7D | -5.0% | +25.8% | -30.8% | -9.7% |
| 30D | -8.4% | +4.2% | -12.5% | -10.0% |
| 3M | -4.5% | -29.1% | +24.6% | +1.3% |
| 6M | +25.3% | -21.7% | +47.0% | +28.9% |
| YTD | +18.9% | -12.1% | +31.0% | +16.6% |
| 1Y | +11.9% | -9.3% | +21.2% | +8.8% |
| 3Y | +278.0% | +3.4% | +274.6% | +214.1% |
| 5Y | +306.4% | -74.2% | +380.7% | +350.5% |
| 10Y | +955.2% | -79.2% | +1,034.3% | +1,003.2% |
| All | +13,649.5% | -64.0% | +13,713.5% | +9,056.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling