-27.7%
AFRM vs JBHT
+53.4%
-81.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.6% | -4.3% | -4.7% |
| 7D | -6.9% | -1.4% | -5.5% | -5.6% |
| 30D | -7.0% | -3.1% | -3.9% | -4.4% |
| 3M | -11.2% | -19.5% | +8.3% | +4.9% |
| 6M | +4.3% | -9.6% | +13.8% | +7.9% |
| YTD | -6.4% | +13.3% | -19.7% | -23.5% |
| 1Y | -2.6% | +29.7% | -32.3% | -30.4% |
| 3Y | +210.6% | +28.3% | +182.3% | +107.3% |
| 5Y | -57.6% | +18.5% | -76.0% | -67.2% |
| All | -27.7% | +53.4% | -81.1% | -46.8% |
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 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