+335.9%
AFL vs JBHT
+186.6%
+149.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.9% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | +10.6% | -1.1% | +11.7% | +10.8% |
| 3M | +4.4% | -14.8% | +19.2% | +8.7% |
| 6M | +13.1% | -7.4% | +20.6% | +14.0% |
| YTD | +16.6% | +17.3% | -0.7% | +8.0% |
| 1Y | +13.8% | +35.3% | -21.5% | +0.3% |
| 3Y | +65.7% | +33.9% | +31.7% | +40.1% |
| 5Y | +153.1% | +22.5% | +130.6% | +114.3% |
| 10Y | +335.9% | +181.3% | +154.5% | +130.4% |
| All | +335.9% | +186.6% | +149.3% | +130.4% |
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