+16.8%
AG vs JBHT
+20.5%
-3.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.7% |
| 7D | +10.8% | +0.2% | +10.6% | +10.8% |
| 30D | -8.2% | -2.2% | -6.0% | -7.5% |
| 3M | -13.7% | -16.5% | +2.8% | -9.2% |
| 6M | -27.3% | -8.4% | -18.8% | -26.3% |
| YTD | -4.6% | +16.1% | -20.6% | -9.9% |
| 1Y | +39.4% | +31.9% | +7.4% | +26.8% |
| 3Y | +244.1% | +34.1% | +210.0% | +202.9% |
| 5Y | +16.8% | +20.1% | -3.3% | -0.8% |
| All | +16.8% | +20.5% | -3.8% | -0.8% |
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