+18.6%
AMCR vs JBHT
+182.5%
-163.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | -2.4% | +7.0% | -9.4% | -4.4% |
| 30D | +3.6% | +0.5% | +3.1% | +3.4% |
| 3M | -4.2% | -17.4% | +13.1% | +0.9% |
| 6M | +15.5% | -1.7% | +17.2% | +14.7% |
| YTD | +9.7% | +20.7% | -11.0% | +2.0% |
| 1Y | +8.3% | +41.1% | -32.8% | -4.1% |
| 3Y | +15.4% | +38.0% | -22.6% | -0.5% |
| 5Y | -9.1% | +22.5% | -31.6% | -20.2% |
| All | +18.6% | +182.5% | -163.8% | -25.8% |
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