+5,710.3%
AMD vs JBHT
+194.3%
+5,516.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.6% | -13.7% | -15.4% |
| 7D | -28.6% | -1.4% | -27.2% | -27.9% |
| 30D | -37.7% | -3.1% | -34.7% | -36.7% |
| 3M | -16.1% | -19.5% | +3.4% | -7.1% |
| 6M | +13.8% | -9.6% | +23.4% | +17.7% |
| YTD | +88.8% | +13.3% | +75.5% | +71.1% |
| 1Y | +57.8% | +29.7% | +28.1% | +32.3% |
| 3Y | +260.3% | +28.3% | +232.0% | +191.2% |
| 5Y | +196.6% | +18.5% | +178.1% | +150.1% |
| All | +5,710.3% | +194.3% | +5,516.1% | +4,446.2% |
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