-11.5%
AJG vs JBHT
+89.9%
-101.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.4% |
| 7D | -1.8% | +4.9% | -6.7% | -1.7% |
| 30D | +4.6% | +0.6% | +4.1% | +4.7% |
| 3M | +24.9% | -3.2% | +28.1% | +24.9% |
| 6M | +17.2% | +17.0% | +0.2% | +17.2% |
| YTD | +2.2% | +41.7% | -39.5% | +3.8% |
| 1Y | -11.5% | +90.0% | -101.5% | -3.3% |
| All | -11.5% | +89.9% | -101.4% | -3.3% |
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