+16.0%
AA vs JBHT
+34.8%
-18.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +0.9% | +1.7% | -0.8% | +0.7% |
| 30D | -6.4% | -1.2% | -5.3% | -6.4% |
| 3M | -13.0% | -17.1% | +4.2% | -10.7% |
| 6M | -34.6% | -4.4% | -30.2% | -34.5% |
| YTD | -23.0% | +17.5% | -40.5% | -33.3% |
| 1Y | +16.0% | +32.6% | -16.6% | -4.4% |
| All | +16.0% | +34.8% | -18.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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