+337.4%
AMD vs JBHT
+33.0%
+304.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -15.5% | +1.7% | -17.2% | -16.1% |
| 30D | -22.6% | -1.2% | -21.5% | -22.5% |
| 3M | -5.7% | -17.1% | +11.4% | +0.9% |
| 6M | +43.1% | -4.4% | +47.5% | +42.9% |
| YTD | +128.2% | +17.5% | +110.7% | +105.5% |
| 1Y | +95.5% | +32.6% | +62.9% | +66.2% |
| All | +337.4% | +33.0% | +304.4% | +283.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling