+3,701.6%
ALNY vs JBHT
+2,001.6%
+1,700.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | +12.2% | +4.9% | +7.4% | +10.0% |
| 30D | +16.3% | +0.6% | +15.8% | +15.8% |
| 3M | -12.4% | -3.2% | -9.2% | -11.6% |
| 6M | -18.7% | +17.0% | -35.6% | -24.7% |
| YTD | -33.1% | +41.7% | -74.7% | -42.8% |
| 1Y | -41.3% | +90.0% | -131.3% | -56.4% |
| 3Y | +32.3% | +47.0% | -14.7% | +5.8% |
| 5Y | +34.8% | +58.3% | -23.5% | +0.5% |
| 10Y | +284.7% | +273.9% | +10.8% | +75.7% |
| All | +3,701.6% | +2,001.6% | +1,700.0% | +716.1% |
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