-66.1%
JBLU vs APD
+1,030.5%
-1,096.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.6% |
| 7D | +1.1% | -2.5% | +3.6% | +2.8% |
| 30D | -25.5% | -1.9% | -23.6% | -24.7% |
| 3M | -5.0% | +8.2% | -13.3% | -10.0% |
| 6M | +0.7% | +10.7% | -10.1% | -6.7% |
| YTD | -0.7% | +22.9% | -23.6% | -14.3% |
| 1Y | -12.7% | +5.8% | -18.5% | -18.2% |
| 3Y | -12.7% | +7.8% | -20.5% | -21.0% |
| 5Y | -69.3% | +26.1% | -95.4% | -75.4% |
| 10Y | -73.0% | +163.7% | -236.7% | -87.7% |
| All | -66.1% | +1,030.5% | -1,096.6% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling