-67.1%
JBLU vs APA
+146.4%
-213.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.9% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -22.3% | +9.3% | -31.7% | -24.4% |
| 3M | -11.0% | +23.3% | -34.3% | -17.3% |
| 6M | -3.1% | +39.5% | -42.6% | -15.5% |
| YTD | -3.7% | +87.6% | -91.3% | -23.3% |
| 1Y | -14.8% | +114.2% | -129.0% | -35.1% |
| 3Y | -15.4% | +13.6% | -29.0% | -25.9% |
| 5Y | -71.4% | +175.6% | -247.0% | -81.7% |
| 10Y | -73.0% | -2.6% | -70.4% | -83.0% |
| All | -67.1% | +146.4% | -213.6% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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