+112.9%
AA vs JBHT
+272.5%
-159.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.9% |
| 7D | -0.7% | +4.9% | -5.6% | -3.9% |
| 30D | +5.0% | +0.6% | +4.4% | +4.0% |
| 3M | -35.8% | -3.2% | -32.6% | -35.2% |
| 6M | -18.4% | +17.0% | -35.3% | -29.0% |
| YTD | -5.5% | +41.7% | -47.1% | -28.3% |
| 1Y | +61.0% | +90.0% | -29.0% | -3.4% |
| 3Y | +66.2% | +47.0% | +19.2% | +17.0% |
| 5Y | +11.4% | +58.3% | -46.9% | -28.1% |
| All | +112.9% | +272.5% | -159.6% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling