+102.6%
ADM vs JBHT
+192.0%
-89.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.0% |
| 7D | -7.8% | +0.4% | -8.3% | -8.0% |
| 30D | -12.6% | -2.0% | -10.6% | -12.2% |
| 3M | -8.2% | -16.3% | +8.1% | -4.5% |
| 6M | -8.9% | -8.2% | -0.7% | -8.0% |
| YTD | +24.0% | +16.3% | +7.7% | +16.4% |
| 1Y | +26.2% | +32.2% | -6.1% | +13.9% |
| 3Y | +7.0% | +34.4% | -27.4% | -7.7% |
| 5Y | +24.9% | +20.3% | +4.5% | +8.5% |
| 10Y | +102.6% | +185.2% | -82.6% | +28.6% |
| All | +102.6% | +192.0% | -89.4% | +28.6% |
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 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