-98.1%
AMC vs JBHT
+309.7%
-407.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.4% |
| 7D | +2.3% | +4.9% | -2.6% | +0.7% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | +35.2% | -3.2% | +38.4% | +35.9% |
| 6M | +124.6% | +17.0% | +107.6% | +111.2% |
| YTD | +69.9% | +41.7% | +28.2% | +49.8% |
| 1Y | -2.6% | +90.0% | -92.6% | -23.4% |
| 3Y | -79.8% | +47.0% | -126.7% | -82.8% |
| 5Y | -99.4% | +58.3% | -157.7% | -99.5% |
| 10Y | -98.9% | +273.9% | -372.8% | -99.4% |
| All | -98.1% | +309.7% | -407.7% | -99.0% |
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 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