+22.3%
AMCR vs JBHT
+191.4%
-169.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.3% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | +8.2% | -2.2% | +10.4% | +8.9% |
| 3M | -4.3% | -16.5% | +12.1% | +0.3% |
| 6M | +16.6% | -8.4% | +25.0% | +18.3% |
| YTD | +13.1% | +16.1% | -3.0% | +6.4% |
| 1Y | +14.4% | +31.9% | -17.5% | +3.4% |
| 3Y | +18.4% | +34.1% | -15.8% | +2.9% |
| 5Y | -5.8% | +20.1% | -25.9% | -16.9% |
| 10Y | +22.3% | +184.7% | -162.4% | -16.2% |
| All | +22.3% | +191.4% | -169.2% | -16.2% |
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