-24.9%
AFRM vs JBHT
+91.8%
-116.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -5.2% |
| 7D | -7.0% | +4.9% | -11.8% | -11.0% |
| 30D | -7.8% | +0.6% | -8.4% | -9.0% |
| 3M | +5.3% | -3.2% | +8.5% | +6.1% |
| 6M | +42.6% | +17.0% | +25.7% | +17.8% |
| YTD | -2.8% | +41.7% | -44.4% | -33.6% |
| 1Y | -19.3% | +90.0% | -109.3% | -61.8% |
| 3Y | +231.0% | +47.0% | +184.0% | +106.1% |
| 5Y | -22.2% | +58.3% | -80.6% | -50.8% |
| All | -24.9% | +91.8% | -116.7% | -53.9% |
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