+14,114.2%
APH vs JBLU
-58.4%
+14,172.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | +5.0% | -3.5% | +8.5% | +5.7% |
| 30D | -3.9% | -27.2% | +23.3% | +2.5% |
| 3M | +13.0% | -4.3% | +17.3% | +12.8% |
| 6M | +25.2% | -8.3% | +33.5% | +24.6% |
| YTD | +22.9% | +1.8% | +21.2% | +18.1% |
| 1Y | +47.8% | -9.0% | +56.9% | +44.4% |
| 3Y | +283.0% | -21.9% | +304.9% | +243.1% |
| 5Y | +349.7% | -69.0% | +418.7% | +382.9% |
| 10Y | +1,061.2% | -70.8% | +1,132.0% | +1,033.0% |
| All | +14,114.2% | -58.4% | +14,172.5% | +9,178.8% |
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