+4,227.8%
AGI vs JBHT
+3,237.5%
+990.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 6M | -35.2% | -3.5% | -31.7% | -35.2% |
| YTD | -25.2% | +18.0% | -43.3% | -27.2% |
| 1Y | -14.3% | +35.5% | -49.9% | -18.0% |
| 3Y | +127.7% | +34.8% | +92.9% | +114.3% |
| 5Y | +243.4% | +19.7% | +223.7% | +225.5% |
| 10Y | +384.1% | +178.0% | +206.2% | +294.3% |
| All | +4,227.8% | +3,237.5% | +990.3% | +2,678.3% |
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