+11,477.5%
AMD vs JBHT
+11,637.0%
-159.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.6% |
| 7D | +2.6% | +4.9% | -2.3% | +0.8% |
| 30D | -0.9% | +0.6% | -1.5% | -1.2% |
| 3M | -8.7% | -3.2% | -5.5% | -7.9% |
| 6M | +136.3% | +17.0% | +119.4% | +122.0% |
| YTD | +123.0% | +41.7% | +81.3% | +94.1% |
| 1Y | +195.2% | +90.0% | +105.2% | +126.6% |
| 3Y | +336.3% | +47.0% | +289.4% | +265.5% |
| 5Y | +334.5% | +58.3% | +276.2% | +257.1% |
| 10Y | +6,259.1% | +273.9% | +5,985.2% | +3,658.5% |
| All | +11,477.5% | +11,637.0% | -159.5% | +2,162.2% |
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 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