+342.5%
AFL vs JBHT
+182.5%
+160.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | +2.9% | +7.0% | -4.2% | +0.8% |
| 30D | +8.0% | +0.5% | +7.4% | +7.7% |
| 3M | +5.9% | -17.4% | +23.3% | +11.4% |
| 6M | +11.6% | -1.7% | +13.4% | +10.4% |
| YTD | +17.5% | +20.7% | -3.2% | +7.9% |
| 1Y | +13.3% | +41.1% | -27.8% | -1.5% |
| 3Y | +67.0% | +38.0% | +29.0% | +39.9% |
| 5Y | +150.6% | +22.5% | +128.2% | +113.4% |
| All | +342.5% | +182.5% | +160.0% | +135.0% |
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