+16.3%
AGNC vs JBHT
+89.0%
-72.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -1.0% | +2.9% | -3.9% | -1.3% |
| 30D | -1.2% | +0.6% | -1.9% | -1.4% |
| 3M | +5.4% | -6.6% | +12.0% | +5.9% |
| 6M | +6.7% | +23.6% | -16.9% | +4.1% |
| YTD | +7.1% | +38.6% | -31.5% | +4.4% |
| 1Y | +16.3% | +91.5% | -75.2% | +13.3% |
| All | +16.3% | +89.0% | -72.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling