+12,998.2%
AJG vs JBHT
+9,620.6%
+3,377.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.6% |
| 7D | +3.4% | +0.9% | +2.4% | +3.2% |
| 30D | +21.5% | -1.1% | +22.6% | +21.6% |
| 3M | +12.3% | -14.8% | +27.1% | +14.7% |
| 6M | +43.0% | -7.4% | +50.4% | +43.9% |
| YTD | +10.2% | +17.3% | -7.1% | +6.6% |
| 1Y | +13.9% | +35.3% | -21.4% | +7.7% |
| 3Y | +17.2% | +33.9% | -16.8% | +8.8% |
| 5Y | +84.6% | +22.5% | +62.1% | +72.6% |
| 10Y | +545.1% | +181.3% | +363.7% | +426.4% |
| All | +12,998.2% | +9,620.6% | +3,377.6% | +7,025.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling