-7.9%
AMCR vs JBHT
+58.3%
-66.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.0% |
| 7D | -1.9% | +4.9% | -6.7% | -3.2% |
| 30D | -4.1% | +0.6% | -4.7% | -4.4% |
| 3M | +21.7% | -3.2% | +24.9% | +22.3% |
| 6M | +1.5% | +17.0% | -15.5% | -3.7% |
| YTD | +13.1% | +41.7% | -28.5% | +1.7% |
| 1Y | +13.0% | +90.0% | -77.0% | -7.2% |
| 3Y | +6.9% | +47.0% | -40.1% | -7.5% |
| All | -7.9% | +58.3% | -66.2% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling