+13.1%
AJG vs JBHT
+51.9%
-38.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.3% |
| 7D | -4.0% | +7.1% | -11.2% | -4.3% |
| 30D | +1.3% | +2.3% | -1.0% | +1.2% |
| 3M | +18.3% | -4.5% | +22.8% | +18.5% |
| 6M | +10.6% | +29.2% | -18.6% | +9.0% |
| YTD | -2.2% | +42.2% | -44.4% | -4.0% |
| 1Y | -15.2% | +93.7% | -108.9% | -17.7% |
| 3Y | +13.1% | +53.2% | -40.1% | +10.0% |
| All | +13.1% | +51.9% | -38.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling