+148.2%
AFL vs JBHT
+22.5%
+125.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | +2.9% | +7.0% | -4.2% | +1.8% |
| 30D | +8.0% | +0.5% | +7.4% | +7.8% |
| 3M | +5.9% | -17.4% | +23.3% | +8.7% |
| 6M | +11.6% | -1.7% | +13.4% | +11.0% |
| YTD | +17.5% | +20.7% | -3.2% | +12.3% |
| 1Y | +13.3% | +41.1% | -27.8% | +5.1% |
| 3Y | +67.0% | +38.0% | +29.0% | +52.4% |
| All | +148.2% | +22.5% | +125.7% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling