+51.9%
AGNC vs JBHT
+183.5%
-131.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | -19.2% | -14.0% | -5.1% | -16.5% |
| 6M | -15.7% | -5.1% | -10.6% | -15.5% |
| YTD | -11.3% | +18.0% | -29.3% | -16.3% |
| 1Y | -5.6% | +36.5% | -42.2% | -14.5% |
| 3Y | +56.2% | +34.8% | +21.4% | +38.4% |
| 5Y | +7.4% | +21.4% | -14.1% | -3.8% |
| 10Y | +51.9% | +178.0% | -126.0% | +13.1% |
| All | +51.9% | +183.5% | -131.5% | +13.1% |
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