+219.1%
AA vs JBHT
+9,634.5%
-9,415.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.4% |
| 30D | -6.4% | -1.2% | -5.3% | -6.2% |
| 3M | -13.0% | -17.1% | +4.2% | -8.0% |
| 6M | -34.6% | -4.4% | -30.2% | -34.7% |
| YTD | -23.0% | +17.5% | -40.5% | -28.9% |
| 1Y | +16.0% | +32.6% | -16.6% | +2.7% |
| 3Y | +58.0% | +33.0% | +24.9% | +38.0% |
| 5Y | -7.9% | +20.3% | -28.2% | -16.7% |
| 10Y | +69.9% | +209.1% | -139.2% | +16.9% |
| All | +219.1% | +9,634.5% | -9,415.4% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling