+71.7%
AG vs JBHT
+192.0%
-120.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.9% |
| 7D | +10.8% | +0.4% | +10.4% | +10.8% |
| 30D | -8.2% | -2.0% | -6.2% | -7.7% |
| 3M | -13.7% | -16.3% | +2.6% | -10.2% |
| 6M | -27.3% | -8.2% | -19.0% | -26.4% |
| YTD | -4.6% | +16.3% | -20.9% | -8.5% |
| 1Y | +39.4% | +32.2% | +7.1% | +29.9% |
| 3Y | +244.1% | +34.4% | +209.7% | +213.2% |
| 5Y | +16.8% | +20.3% | -3.6% | +7.0% |
| 10Y | +71.7% | +185.2% | -113.5% | +124.7% |
| All | +71.7% | +192.0% | -120.3% | +124.7% |
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