+362.7%
AGI vs JBHT
+192.0%
+170.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.1% |
| 7D | +17.4% | +0.4% | +17.0% | +17.3% |
| 30D | -0.9% | -2.0% | +1.0% | -0.8% |
| 3M | -1.6% | -16.3% | +14.7% | 0.0% |
| 6M | -24.7% | -8.2% | -16.5% | -24.3% |
| YTD | -15.3% | +16.3% | -31.6% | -16.6% |
| 1Y | +5.5% | +32.2% | -26.7% | +2.9% |
| 3Y | +154.5% | +34.4% | +120.1% | +145.7% |
| 5Y | +310.6% | +20.3% | +290.3% | +296.7% |
| 10Y | +362.7% | +185.2% | +177.4% | +500.9% |
| All | +362.7% | +192.0% | +170.7% | +500.9% |
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