+4,543.9%
AGI vs JBHT
+3,217.2%
+1,326.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | +13.9% | +0.9% | +13.0% | +13.8% |
| 30D | -6.2% | -1.1% | -5.1% | -6.1% |
| 3M | -6.9% | -14.8% | +7.9% | -5.1% |
| 6M | -28.7% | -7.4% | -21.3% | -28.3% |
| YTD | -19.8% | +17.3% | -37.1% | -21.8% |
| 1Y | -4.8% | +35.3% | -40.1% | -8.9% |
| 3Y | +144.3% | +33.9% | +110.4% | +130.1% |
| 5Y | +277.2% | +22.5% | +254.7% | +256.4% |
| 10Y | +365.9% | +181.3% | +184.5% | +278.6% |
| All | +4,543.9% | +3,217.2% | +1,326.8% | +2,883.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling