+20.7%
AMDL vs JBHT
+15.8%
+4.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -3.6% | -31.3% | -31.9% |
| 7D | -52.7% | -1.4% | -51.3% | -51.5% |
| 30D | -65.3% | -3.1% | -62.2% | -64.1% |
| 3M | -40.8% | -19.5% | -21.3% | -30.1% |
| 6M | -12.9% | -9.6% | -3.3% | -7.7% |
| YTD | +98.0% | +13.3% | +84.7% | +69.0% |
| 1Y | +30.1% | +29.7% | +0.5% | -1.9% |
| All | +20.7% | +15.8% | +4.9% | -3.8% |
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