+7.7%
AAL vs JBHT
+34.8%
-27.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.8% |
| 7D | +8.3% | +1.7% | +6.6% | +7.6% |
| 30D | +6.2% | -1.2% | +7.4% | +6.8% |
| 3M | -17.7% | -17.1% | -0.6% | -11.2% |
| 6M | +15.4% | -4.4% | +19.8% | +12.2% |
| YTD | -11.1% | +17.5% | -28.6% | -26.8% |
| 1Y | +7.7% | +32.6% | -24.9% | -19.2% |
| All | +7.7% | +34.8% | -27.1% | -19.2% |
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