+664.2%
AGNC vs JBHT
+830.4%
-166.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.9% |
| 7D | -1.2% | +4.9% | -6.1% | -2.5% |
| 30D | +0.9% | +0.6% | +0.3% | +0.6% |
| 3M | +7.0% | -3.2% | +10.2% | +7.5% |
| 6M | +3.9% | +17.0% | -13.1% | -1.3% |
| YTD | +8.5% | +41.7% | -33.1% | -2.4% |
| 1Y | +19.6% | +90.0% | -70.4% | -2.0% |
| 3Y | +66.1% | +47.0% | +19.1% | +43.7% |
| 5Y | +31.8% | +58.3% | -26.5% | +9.8% |
| 10Y | +87.0% | +273.9% | -186.9% | +17.0% |
| All | +664.2% | +830.4% | -166.3% | +218.9% |
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 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