+19,143.8%
AFL vs JBHT
+11,637.0%
+7,506.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.7% |
| 7D | +0.6% | +4.9% | -4.3% | -0.6% |
| 30D | -6.2% | +0.6% | -6.8% | -6.5% |
| 3M | +2.2% | -3.2% | +5.4% | +2.5% |
| 6M | +5.3% | +17.0% | -11.7% | +0.3% |
| YTD | +8.0% | +41.7% | -33.7% | -2.2% |
| 1Y | +10.2% | +90.0% | -79.8% | -8.3% |
| 3Y | +67.1% | +47.0% | +20.1% | +45.1% |
| 5Y | +135.6% | +58.3% | +77.3% | +97.4% |
| 10Y | +299.4% | +273.9% | +25.5% | +166.6% |
| All | +19,143.8% | +11,637.0% | +7,506.8% | +7,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling