+440.7%
AME vs JBHT
+182.5%
+258.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | -0.5% |
| 7D | +5.9% | +7.0% | -1.2% | +3.0% |
| 30D | -1.9% | +0.5% | -2.4% | -2.2% |
| 3M | -5.4% | -17.4% | +12.0% | +1.5% |
| 6M | +4.9% | -1.7% | +6.6% | +3.7% |
| YTD | +18.5% | +20.7% | -2.3% | +6.7% |
| 1Y | +25.5% | +41.1% | -15.6% | +5.5% |
| 3Y | +63.0% | +38.0% | +25.0% | +31.8% |
| 5Y | +78.3% | +22.5% | +55.9% | +47.9% |
| All | +440.7% | +182.5% | +258.2% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling