+341.3%
AFL vs JBHT
+183.5%
+157.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.4% | +0.5% | +1.0% | +1.3% |
| 30D | +9.7% | -0.1% | +9.8% | +9.6% |
| 3M | +5.5% | -14.0% | +19.6% | +9.5% |
| 6M | +11.2% | -5.1% | +16.3% | +11.2% |
| YTD | +17.1% | +18.0% | -1.0% | +8.2% |
| 1Y | +14.0% | +36.5% | -22.5% | +0.2% |
| 3Y | +66.3% | +34.8% | +31.5% | +40.3% |
| 5Y | +152.7% | +21.4% | +131.2% | +115.1% |
| 10Y | +341.3% | +178.0% | +163.4% | +133.2% |
| All | +341.3% | +183.5% | +157.9% | +133.2% |
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