+101.1%
ADM vs JBHT
+194.3%
-93.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +0.4% |
| 7D | -7.5% | -1.4% | -6.1% | -7.2% |
| 30D | -14.3% | -3.1% | -11.2% | -13.7% |
| 3M | -8.6% | -19.5% | +11.0% | -3.8% |
| 6M | -9.9% | -9.6% | -0.3% | -8.6% |
| YTD | +25.1% | +13.3% | +11.8% | +18.2% |
| 1Y | +28.8% | +29.7% | -0.8% | +17.0% |
| 3Y | +6.9% | +28.3% | -21.5% | -6.5% |
| 5Y | +25.9% | +18.5% | +7.4% | +9.7% |
| All | +101.1% | +194.3% | -93.2% | +30.2% |
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 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