+129.2%
APO vs JBLU
-70.3%
+199.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.5% | -5.0% | +1.5% | -2.4% |
| 30D | -6.6% | -23.9% | +17.3% | -0.5% |
| 3M | -3.3% | -11.6% | +8.4% | -1.4% |
| 6M | +22.6% | -0.2% | +22.8% | +19.3% |
| YTD | -9.8% | -3.3% | -6.5% | -12.4% |
| 1Y | -3.9% | -15.4% | +11.5% | -3.9% |
| 3Y | +52.5% | -14.7% | +67.2% | +30.4% |
| All | +129.2% | -70.3% | +199.4% | +185.6% |
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