+1,111.0%
AMAT vs JBHT
+194.3%
+916.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -10.0% | -11.6% |
| 7D | -24.3% | -1.4% | -22.9% | -23.5% |
| 30D | -39.8% | -3.1% | -36.7% | -38.9% |
| 3M | -40.2% | -19.5% | -20.6% | -33.3% |
| 6M | -22.1% | -9.6% | -12.5% | -19.0% |
| YTD | +24.7% | +13.3% | +11.4% | +13.2% |
| 1Y | +33.3% | +29.7% | +3.6% | +12.0% |
| 3Y | +133.9% | +28.3% | +105.6% | +88.0% |
| 5Y | +117.1% | +18.5% | +98.6% | +79.9% |
| All | +1,111.0% | +194.3% | +916.7% | +622.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling