+11.1%
AG vs JBHT
+17.1%
-5.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +6.3% | -1.6% | +7.9% | +6.9% |
| 30D | -8.9% | -2.3% | -6.7% | -8.3% |
| 3M | -12.2% | -18.5% | +6.3% | -7.0% |
| 6M | -28.3% | -11.3% | -17.0% | -26.6% |
| YTD | -8.8% | +12.6% | -21.4% | -13.2% |
| 1Y | +39.4% | +29.8% | +9.6% | +27.5% |
| 3Y | +229.4% | +28.1% | +201.3% | +194.3% |
| All | +11.1% | +17.1% | -5.9% | -4.8% |
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