+59.8%
AG vs JBHT
+272.5%
-212.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.7% |
| 7D | +1.0% | +4.9% | -3.9% | -0.2% |
| 30D | +19.2% | +0.6% | +18.6% | +18.9% |
| 3M | +6.2% | -3.2% | +9.4% | +6.7% |
| 6M | -26.7% | +17.0% | -43.6% | -30.0% |
| YTD | +26.1% | +41.7% | -15.5% | +15.5% |
| 1Y | +131.7% | +90.0% | +41.7% | +97.8% |
| 3Y | +255.3% | +47.0% | +208.4% | +216.1% |
| 5Y | +61.9% | +58.3% | +3.6% | +39.8% |
| All | +59.8% | +272.5% | -212.8% | +24.1% |
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