+11.5%
AGI vs JBHT
+93.0%
-81.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.4% | +7.1% | -2.8% | +2.6% |
| 30D | +10.0% | +2.3% | +7.6% | +9.2% |
| 3M | +1.7% | -4.5% | +6.2% | +2.6% |
| 6M | -26.8% | +29.2% | -56.0% | -33.1% |
| YTD | -5.3% | +42.2% | -47.5% | -14.0% |
| 1Y | +11.5% | +93.7% | -82.3% | -3.4% |
| All | +11.5% | +93.0% | -81.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling