+18.6%
AMCR vs JBHT
+273.4%
-254.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.0% |
| 7D | -1.9% | +4.9% | -6.7% | -3.3% |
| 30D | -4.1% | +0.6% | -4.7% | -4.5% |
| 3M | +21.7% | -3.2% | +24.9% | +22.4% |
| 6M | +1.5% | +17.0% | -15.5% | -4.0% |
| YTD | +13.1% | +41.7% | -28.5% | +0.8% |
| 1Y | +13.0% | +90.0% | -77.0% | -9.0% |
| 3Y | +6.9% | +47.0% | -40.1% | -8.8% |
| 5Y | -10.5% | +58.3% | -68.8% | -27.2% |
| All | +18.6% | +273.4% | -254.8% | -23.7% |
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