-12.7%
JBLU vs APD
+36.4%
-49.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.1% | +11.8% |
| 7D | +24.9% | +3.8% | +21.1% | +24.7% |
| 30D | -12.3% | +14.1% | -26.4% | -12.9% |
| 3M | -44.5% | +8.2% | -52.7% | -44.5% |
| 6M | -25.7% | +7.5% | -33.2% | -26.1% |
| YTD | -21.8% | +31.7% | -53.4% | -20.9% |
| 1Y | -12.7% | +35.1% | -47.8% | -12.3% |
| All | -12.7% | +36.4% | -49.1% | -12.3% |
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