-62.0%
ALNY vs JBHT
+34.8%
-96.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | -30.7% | +1.7% | -32.4% | -30.9% |
| 30D | -26.7% | -1.2% | -25.6% | -26.6% |
| 3M | -26.4% | -17.1% | -9.3% | -24.1% |
| 6M | -45.9% | -4.4% | -41.5% | -46.4% |
| YTD | -59.5% | +17.5% | -77.0% | -61.2% |
| 1Y | -62.0% | +32.6% | -94.6% | -63.0% |
| All | -62.0% | +34.8% | -96.8% | -63.0% |
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 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