+534.3%
AJG vs JBHT
+182.5%
+351.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.5% |
| 7D | +0.5% | +7.0% | -6.6% | -1.2% |
| 30D | +19.4% | +0.5% | +18.9% | +19.1% |
| 3M | +11.9% | -17.4% | +29.3% | +16.7% |
| 6M | +48.3% | -1.7% | +50.0% | +47.3% |
| YTD | +10.3% | +20.7% | -10.4% | +3.2% |
| 1Y | +11.5% | +41.1% | -29.6% | 0.0% |
| 3Y | +17.5% | +38.0% | -20.4% | +2.1% |
| 5Y | +79.8% | +22.5% | +57.3% | +58.7% |
| All | +534.3% | +182.5% | +351.9% | +289.7% |
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