+419.4%
AME vs JBHT
+272.5%
+146.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.3% |
| 7D | +0.6% | +4.9% | -4.3% | -1.4% |
| 30D | -6.7% | +0.6% | -7.3% | -7.1% |
| 3M | +4.1% | -3.2% | +7.3% | +4.9% |
| 6M | +1.6% | +17.0% | -15.4% | -6.1% |
| YTD | +16.1% | +41.7% | -25.5% | -1.3% |
| 1Y | +27.3% | +90.0% | -62.7% | -6.6% |
| 3Y | +50.9% | +47.0% | +3.9% | +20.5% |
| 5Y | +81.4% | +58.3% | +23.1% | +33.7% |
| All | +419.4% | +272.5% | +146.9% | +129.8% |
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 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