+71.9%
AG vs JBHT
+186.6%
-114.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.7% | -6.1% |
| 7D | +6.0% | +0.9% | +5.0% | +5.7% |
| 30D | -13.5% | -1.1% | -12.4% | -13.3% |
| 3M | -20.7% | -14.8% | -5.9% | -17.8% |
| 6M | -31.5% | -7.4% | -24.1% | -30.9% |
| YTD | -10.1% | +17.3% | -27.5% | -14.1% |
| 1Y | +26.0% | +35.3% | -9.3% | +16.7% |
| 3Y | +228.9% | +33.9% | +194.9% | +199.3% |
| 5Y | +8.7% | +22.5% | -13.9% | -0.9% |
| 10Y | +71.9% | +181.3% | -109.5% | +74.0% |
| All | +71.9% | +186.6% | -114.7% | +74.0% |
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