+18,884.9%
AME vs JBHT
+11,637.0%
+7,247.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.8% |
| 7D | +0.6% | +4.9% | -4.3% | -0.6% |
| 30D | -6.7% | +0.6% | -7.3% | -6.9% |
| 3M | +4.1% | -3.2% | +7.3% | +4.6% |
| 6M | +1.6% | +17.0% | -15.4% | -2.9% |
| YTD | +16.1% | +41.7% | -25.5% | +5.5% |
| 1Y | +27.3% | +90.0% | -62.7% | +6.2% |
| 3Y | +50.9% | +47.0% | +3.9% | +32.4% |
| 5Y | +81.4% | +58.3% | +23.1% | +54.3% |
| 10Y | +417.0% | +273.9% | +143.1% | +255.3% |
| All | +18,884.9% | +11,637.0% | +7,247.9% | +6,957.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling