-9.0%
JBLU vs APD
+6.0%
-15.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -3.5% | -2.2% | -1.3% | -3.2% |
| 30D | -27.2% | +2.1% | -29.3% | -27.4% |
| 3M | -4.3% | +7.2% | -11.5% | -5.1% |
| 6M | -8.3% | +11.2% | -19.6% | -9.5% |
| YTD | +1.8% | +24.4% | -22.6% | -0.7% |
| 1Y | -9.0% | +6.7% | -15.7% | -3.8% |
| All | -9.0% | +6.0% | -15.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling