+255.5%
AMD vs JBHT
+21.5%
+234.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -15.5% | +1.7% | -17.2% | -16.3% |
| 30D | -22.6% | -1.2% | -21.5% | -22.4% |
| 3M | -5.7% | -17.1% | +11.4% | +3.2% |
| 6M | +43.1% | -4.4% | +47.5% | +42.6% |
| YTD | +128.2% | +17.5% | +110.7% | +97.9% |
| 1Y | +95.5% | +32.6% | +62.9% | +56.6% |
| 3Y | +335.4% | +33.0% | +302.4% | +227.9% |
| 5Y | +255.5% | +20.3% | +235.1% | +175.9% |
| All | +255.5% | +21.5% | +234.0% | +175.9% |
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