-14.9%
JBLU vs APD
+5.8%
-20.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | -4.8% | -3.5% | -1.3% | -3.3% |
| 30D | -24.4% | -5.1% | -19.4% | -22.6% |
| 3M | -4.8% | +6.9% | -11.6% | -7.7% |
| 6M | -0.5% | +8.1% | -8.5% | -4.5% |
| YTD | -3.5% | +21.2% | -24.8% | -12.9% |
| 1Y | -13.6% | +4.9% | -18.4% | -16.1% |
| All | -14.9% | +5.8% | -20.8% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling