-80.6%
AMC vs JBHT
+47.5%
-128.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.5% |
| 7D | +2.3% | +4.9% | -2.6% | +0.9% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | +35.2% | -3.2% | +38.4% | +35.8% |
| 6M | +124.6% | +17.0% | +107.6% | +112.6% |
| YTD | +69.9% | +41.7% | +28.2% | +52.6% |
| 1Y | -2.6% | +90.0% | -92.6% | -19.8% |
| All | -80.6% | +47.5% | -128.1% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling