+49.4%
AGNC vs JBHT
+182.5%
-133.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.2% |
| 7D | -6.3% | +7.0% | -13.3% | -7.9% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | -22.1% | -17.4% | -4.7% | -18.6% |
| 6M | -16.9% | -1.7% | -15.2% | -17.4% |
| YTD | -13.9% | +20.7% | -34.6% | -19.3% |
| 1Y | -6.9% | +41.1% | -48.0% | -16.3% |
| 3Y | +50.9% | +38.0% | +12.9% | +32.8% |
| 5Y | +3.9% | +22.5% | -18.5% | -7.1% |
| All | +49.4% | +182.5% | -133.0% | +9.3% |
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 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