+99.7%
ADM vs JBHT
+192.4%
-92.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -9.0% | -1.6% | -7.4% | -8.7% |
| 30D | -14.0% | -2.3% | -11.7% | -13.5% |
| 3M | -9.2% | -18.5% | +9.3% | -4.8% |
| 6M | -9.2% | -11.3% | +2.1% | -7.4% |
| YTD | +24.2% | +12.6% | +11.7% | +17.6% |
| 1Y | +27.0% | +29.8% | -2.8% | +15.2% |
| 3Y | +6.6% | +28.1% | -21.5% | -6.8% |
| 5Y | +25.0% | +17.7% | +7.3% | +9.1% |
| All | +99.7% | +192.4% | -92.7% | +29.5% |
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