+69.8%
AG vs JBHT
+176.2%
-106.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -6.0% | +4.2% | -10.2% | -7.0% |
| 30D | -14.3% | -0.4% | -13.9% | -14.3% |
| 3M | -26.9% | -17.3% | -9.6% | -23.7% |
| 6M | -42.1% | -3.5% | -38.6% | -42.1% |
| YTD | -15.9% | +18.0% | -33.9% | -19.7% |
| 1Y | +11.5% | +35.5% | -24.0% | +3.2% |
| 3Y | +208.0% | +34.8% | +173.2% | +179.6% |
| 5Y | +2.4% | +19.7% | -17.3% | -6.3% |
| All | +69.8% | +176.2% | -106.4% | +60.0% |
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