+7,013.9%
ABT vs JBHT
+9,288.5%
-2,274.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.2% |
| 7D | +8.6% | -1.4% | +10.0% | +8.8% |
| 30D | +16.4% | -3.1% | +19.5% | +16.9% |
| 3M | +8.1% | -19.5% | +27.7% | +10.9% |
| 6M | +32.1% | -9.6% | +41.6% | +33.2% |
| YTD | -7.1% | +13.3% | -20.4% | -9.2% |
| 1Y | -6.5% | +29.7% | -36.2% | -10.3% |
| 3Y | +26.2% | +28.3% | -2.1% | +19.5% |
| 5Y | +0.9% | +18.5% | -17.6% | -4.2% |
| 10Y | +250.7% | +198.1% | +52.6% | +194.3% |
| All | +7,013.9% | +9,288.5% | -2,274.5% | +3,682.8% |
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