-70.1%
JBLU vs APD
+24.4%
-94.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | -4.8% | -3.5% | -1.3% | -3.0% |
| 30D | -24.4% | -5.1% | -19.4% | -22.3% |
| 3M | -4.8% | +6.9% | -11.6% | -8.2% |
| 6M | -0.5% | +8.1% | -8.5% | -5.2% |
| YTD | -3.5% | +21.2% | -24.8% | -14.2% |
| 1Y | -13.6% | +4.9% | -18.4% | -17.1% |
| 3Y | -15.3% | +6.3% | -21.6% | -19.8% |
| 5Y | -70.1% | +24.3% | -94.4% | -77.0% |
| All | -70.1% | +24.4% | -94.5% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling