+65.7%
AG vs JBHT
+182.5%
-116.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.0% |
| 7D | -10.0% | +7.0% | -17.0% | -11.5% |
| 30D | -10.5% | +0.5% | -11.0% | -10.6% |
| 3M | -27.3% | -17.4% | -9.9% | -24.1% |
| 6M | -43.0% | -1.7% | -41.3% | -43.3% |
| YTD | -17.9% | +20.7% | -38.6% | -22.1% |
| 1Y | +11.9% | +41.1% | -29.2% | +2.6% |
| 3Y | +201.8% | +38.0% | +163.8% | +172.4% |
| 5Y | -0.1% | +22.5% | -22.5% | -9.1% |
| All | +65.7% | +182.5% | -116.8% | +55.2% |
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 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