+331.1%
AMD vs JBHT
+47.5%
+283.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.4% |
| 7D | +2.6% | +4.9% | -2.3% | +0.4% |
| 30D | -0.9% | +0.6% | -1.5% | -1.2% |
| 3M | -8.7% | -3.2% | -5.5% | -7.8% |
| 6M | +136.3% | +17.0% | +119.4% | +117.8% |
| YTD | +123.0% | +41.7% | +81.3% | +87.4% |
| 1Y | +195.2% | +90.0% | +105.2% | +112.7% |
| All | +331.1% | +47.5% | +283.6% | +236.3% |
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