+12.5%
AG vs JBHT
+15.0%
-2.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.3% | -2.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.4% |
| 30D | -15.1% | -3.1% | -12.0% | -14.3% |
| 3M | -15.4% | -19.5% | +4.2% | -10.0% |
| 6M | -21.9% | -9.6% | -12.3% | -20.5% |
| YTD | -10.4% | +13.3% | -23.8% | -14.9% |
| 1Y | +39.8% | +29.7% | +10.1% | +27.9% |
| 3Y | +209.5% | +28.3% | +181.2% | +176.5% |
| 5Y | +12.5% | +18.5% | -6.0% | -4.4% |
| All | +12.5% | +15.0% | -2.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling