+9.6%
AJG vs JBHT
+36.1%
-26.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.8% | +4.2% | -7.9% | -4.1% |
| 30D | +19.1% | -0.4% | +19.5% | +19.1% |
| 3M | +8.8% | -17.3% | +26.2% | +10.6% |
| 6M | +41.3% | -3.5% | +44.8% | +40.4% |
| YTD | +8.1% | +18.0% | -9.9% | +3.8% |
| 1Y | +9.6% | +35.5% | -25.9% | +2.8% |
| All | +9.6% | +36.1% | -26.4% | +2.8% |
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