+90.9%
AG vs JBHT
+192.4%
-101.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +6.3% | -1.6% | +7.9% | +6.8% |
| 30D | -8.9% | -2.3% | -6.7% | -8.4% |
| 3M | -12.2% | -18.5% | +6.3% | -8.0% |
| 6M | -28.3% | -11.3% | -17.0% | -26.8% |
| YTD | -8.8% | +12.6% | -21.4% | -12.0% |
| 1Y | +39.4% | +29.8% | +9.6% | +30.4% |
| 3Y | +229.4% | +28.1% | +201.3% | +202.9% |
| 5Y | +14.5% | +17.7% | -3.1% | +5.5% |
| All | +90.9% | +192.4% | -101.5% | +140.0% |
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