+2,127.7%
ALNY vs JBHT
+1,570.0%
+557.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -5.5% | -1.6% | -3.9% | -4.9% |
| 30D | -30.5% | -2.3% | -28.2% | -29.9% |
| 3M | -27.8% | -18.5% | -9.4% | -22.5% |
| 6M | -48.5% | -11.3% | -37.3% | -46.9% |
| YTD | -60.8% | +12.6% | -73.4% | -63.5% |
| 1Y | -64.6% | +29.8% | -94.4% | -69.1% |
| 3Y | -6.7% | +28.1% | -34.8% | -21.6% |
| 5Y | -16.7% | +17.7% | -34.4% | -29.9% |
| 10Y | +362.0% | +196.1% | +165.9% | +129.7% |
| All | +2,127.7% | +1,570.0% | +557.7% | +420.4% |
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