+105.2%
AMCR vs JBHT
+352.0%
-246.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | -5.3% | -1.6% | -3.7% | -4.9% |
| 30D | +8.7% | -2.3% | +11.0% | +9.4% |
| 3M | -3.3% | -18.5% | +15.2% | +1.3% |
| 6M | +15.1% | -11.3% | +26.3% | +17.5% |
| YTD | +12.4% | +12.6% | -0.1% | +8.0% |
| 1Y | +15.8% | +29.8% | -13.9% | +7.2% |
| 3Y | +16.7% | +28.1% | -11.3% | +5.8% |
| 5Y | -5.1% | +17.7% | -22.7% | -13.5% |
| 10Y | +21.5% | +196.1% | -174.6% | -6.3% |
| All | +105.2% | +352.0% | -246.8% | +59.5% |
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