-97.4%
AMC vs JBHT
+239.8%
-337.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.0% |
| 7D | +17.7% | +1.7% | +16.0% | +17.1% |
| 30D | +26.2% | -1.2% | +27.3% | +26.6% |
| 3M | +31.3% | -17.1% | +48.5% | +38.5% |
| 6M | +142.8% | -4.4% | +147.2% | +142.9% |
| YTD | +125.6% | +17.5% | +108.2% | +110.1% |
| 1Y | +40.2% | +32.6% | +7.6% | +25.2% |
| 3Y | -67.2% | +33.0% | -100.2% | -71.6% |
| 5Y | -99.1% | +20.3% | -119.5% | -99.2% |
| 10Y | -98.5% | +209.1% | -307.6% | -99.2% |
| All | -97.4% | +239.8% | -337.2% | -98.6% |
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