-99.3%
AMC vs JBHT
+15.0%
-114.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.6% | -8.9% | -10.7% |
| 7D | 0.0% | -1.4% | +1.4% | +1.0% |
| 30D | +4.4% | -3.1% | +7.5% | +6.2% |
| 3M | +15.4% | -19.5% | +34.9% | +26.9% |
| 6M | +93.7% | -9.6% | +103.3% | +98.3% |
| YTD | +97.4% | +13.3% | +84.1% | +77.7% |
| 1Y | +23.2% | +29.7% | -6.5% | +2.7% |
| 3Y | -71.3% | +28.3% | -99.6% | -77.7% |
| 5Y | -99.3% | +18.5% | -117.7% | -99.4% |
| All | -99.3% | +15.0% | -114.2% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling