-21.6%
AFRM vs JBHT
+59.0%
-80.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +4.1% |
| 7D | +3.1% | +1.7% | +1.4% | +1.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.9% |
| 3M | -3.2% | -17.1% | +13.9% | +11.2% |
| 6M | +12.7% | -4.4% | +17.1% | +10.6% |
| YTD | +1.6% | +17.5% | -15.9% | -19.7% |
| 1Y | +5.9% | +32.6% | -26.7% | -25.9% |
| 3Y | +237.0% | +33.0% | +204.0% | +117.6% |
| 5Y | -55.1% | +20.3% | -75.5% | -66.3% |
| All | -21.6% | +59.0% | -80.6% | -44.2% |
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