+243.4%
AGI vs JBHT
+21.4%
+222.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -7.5% | +4.2% | -11.7% | -8.0% |
| 30D | -9.9% | -0.4% | -9.5% | -9.9% |
| 3M | -14.2% | -17.3% | +3.2% | -12.2% |
| 6M | -35.2% | -3.5% | -31.7% | -35.2% |
| YTD | -25.2% | +18.0% | -43.3% | -26.9% |
| 1Y | -14.3% | +35.5% | -49.9% | -17.3% |
| 3Y | +127.7% | +34.8% | +92.9% | +117.6% |
| 5Y | +243.4% | +19.7% | +223.7% | +221.0% |
| All | +243.4% | +21.4% | +222.0% | +221.0% |
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