+83.2%
AJG vs JBHT
+60.5%
+22.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -3.8% | +7.1% | -10.9% | -4.7% |
| 30D | +1.6% | +2.3% | -0.7% | +1.1% |
| 3M | +18.6% | -4.5% | +23.1% | +19.2% |
| 6M | +10.9% | +29.2% | -18.3% | +6.0% |
| YTD | -2.0% | +42.2% | -44.1% | -7.8% |
| 1Y | -14.9% | +93.7% | -108.7% | -24.4% |
| 3Y | +13.4% | +53.2% | -39.8% | +3.6% |
| 5Y | +83.2% | +62.4% | +20.8% | +61.6% |
| All | +83.2% | +60.5% | +22.8% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling