+111,876.4%
AMAT vs JBHT
+9,634.5%
+102,241.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | -11.2% | +1.7% | -12.9% | -11.8% |
| 30D | -31.9% | -1.2% | -30.7% | -31.8% |
| 3M | -32.3% | -17.1% | -15.2% | -28.1% |
| 6M | -5.4% | -4.4% | -1.0% | -4.7% |
| YTD | +44.3% | +17.5% | +26.8% | +34.2% |
| 1Y | +61.4% | +32.6% | +28.8% | +43.6% |
| 3Y | +170.6% | +33.0% | +137.6% | +135.0% |
| 5Y | +156.4% | +20.3% | +136.1% | +130.7% |
| 10Y | +1,356.4% | +209.1% | +1,147.3% | +838.5% |
| All | +111,876.4% | +9,634.5% | +102,241.9% | +22,607.3% |
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