-98.7%
AMC vs JBHT
+192.4%
-291.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +2.6% | -1.6% | +4.2% | +3.3% |
| 30D | +9.0% | -2.3% | +11.3% | +9.9% |
| 3M | +22.2% | -18.5% | +40.6% | +29.3% |
| 6M | +91.5% | -11.3% | +102.7% | +96.3% |
| YTD | +101.3% | +12.6% | +88.7% | +90.9% |
| 1Y | +20.8% | +29.8% | -9.0% | +9.4% |
| 3Y | -71.3% | +28.1% | -99.4% | -74.7% |
| 5Y | -99.2% | +17.7% | -116.9% | -99.3% |
| All | -98.7% | +192.4% | -291.1% | -99.3% |
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 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