+85.3%
AMDL vs JBHT
+20.0%
+65.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | -30.7% | +1.7% | -32.4% | -31.7% |
| 30D | -43.8% | -1.2% | -42.6% | -43.7% |
| 3M | -24.5% | -17.1% | -7.4% | -14.1% |
| 6M | +44.7% | -4.4% | +49.1% | +44.3% |
| YTD | +204.0% | +17.5% | +186.5% | +148.2% |
| 1Y | +109.1% | +32.6% | +76.5% | +52.6% |
| All | +85.3% | +20.0% | +65.3% | +41.3% |
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 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