+63.4%
AME vs JBHT
+15.0%
+48.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.4% | -4.9% |
| 7D | -11.4% | -1.4% | -10.1% | -11.0% |
| 30D | -12.1% | -3.1% | -9.0% | -11.4% |
| 3M | -12.3% | -19.5% | +7.2% | -7.0% |
| 6M | -4.6% | -9.6% | +4.9% | -3.0% |
| YTD | +9.1% | +13.3% | -4.2% | +3.1% |
| 1Y | +13.3% | +29.7% | -16.4% | +2.6% |
| 3Y | +58.2% | +28.3% | +29.9% | +39.1% |
| 5Y | +63.4% | +18.5% | +45.0% | +41.6% |
| All | +63.4% | +15.0% | +48.5% | +41.6% |
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 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