+138.3%
AGI vs JBHT
+35.7%
+102.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -7.6% | -0.1% | -7.5% | -7.6% |
| 3M | -10.2% | -14.0% | +3.8% | -9.3% |
| 6M | -31.5% | -5.1% | -26.4% | -31.4% |
| YTD | -22.0% | +18.0% | -40.0% | -22.3% |
| 1Y | -7.9% | +36.5% | -44.4% | -8.0% |
| All | +138.3% | +35.7% | +102.6% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling