+312.1%
AGI vs JBHT
+17.1%
+295.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +16.0% | -1.6% | +17.6% | +16.2% |
| 30D | +1.0% | -2.3% | +3.2% | +1.2% |
| 3M | +2.5% | -18.5% | +20.9% | +5.0% |
| 6M | -24.0% | -11.3% | -12.8% | -23.2% |
| YTD | -17.2% | +12.6% | -29.8% | -18.6% |
| 1Y | +4.9% | +29.8% | -24.9% | +1.9% |
| 3Y | +142.6% | +28.1% | +114.5% | +133.5% |
| All | +312.1% | +17.1% | +295.0% | +288.0% |
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