+466.5%
AJG vs JBHT
+277.7%
+188.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -8.5% | +0.6% | -9.1% | -8.7% |
| 30D | -3.8% | +0.9% | -4.7% | -4.2% |
| 3M | +10.8% | -4.4% | +15.3% | +11.6% |
| 6M | +15.6% | +24.5% | -8.9% | +8.3% |
| YTD | -5.1% | +38.6% | -43.7% | -13.9% |
| 1Y | -16.0% | +97.2% | -113.2% | -31.7% |
| 3Y | +9.7% | +49.3% | -39.6% | -5.9% |
| 5Y | +77.8% | +61.4% | +16.4% | +44.1% |
| All | +466.5% | +277.7% | +188.8% | +220.0% |
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