+444.6%
AME vs JBHT
+192.4%
+252.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | -8.0% | -2.3% | -5.7% | -7.3% |
| 3M | -8.9% | -18.5% | +9.6% | -1.9% |
| 6M | -5.0% | -11.3% | +6.3% | -2.0% |
| YTD | +11.9% | +12.6% | -0.7% | +3.7% |
| 1Y | +16.6% | +29.8% | -13.1% | +1.5% |
| 3Y | +62.5% | +28.1% | +34.4% | +35.4% |
| 5Y | +67.6% | +17.7% | +49.9% | +40.6% |
| All | +444.6% | +192.4% | +252.2% | +129.6% |
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