+81.3%
AGNC vs JBHT
+277.7%
-196.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | -5.4% | +0.9% | -6.3% | -5.8% |
| 3M | +3.5% | -4.4% | +7.9% | +4.3% |
| 6M | +1.7% | +24.5% | -22.8% | -4.6% |
| YTD | +3.9% | +38.6% | -34.7% | -5.5% |
| 1Y | +13.8% | +97.2% | -83.4% | -6.7% |
| 3Y | +63.3% | +49.3% | +14.0% | +42.0% |
| 5Y | +27.5% | +61.4% | -33.9% | +6.7% |
| All | +81.3% | +277.7% | -196.4% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling