+323.2%
AMGN vs JBHT
+183.5%
+139.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.2% | +0.5% | -2.6% | -2.3% |
| 30D | +12.1% | -0.1% | +12.2% | +12.1% |
| 3M | +13.6% | -14.0% | +27.7% | +16.7% |
| 6M | +43.9% | -5.1% | +49.0% | +44.3% |
| YTD | +45.9% | +18.0% | +27.9% | +38.9% |
| 1Y | +42.1% | +36.5% | +5.6% | +30.8% |
| 3Y | +91.6% | +34.8% | +56.8% | +72.5% |
| 5Y | +158.5% | +21.4% | +137.1% | +133.3% |
| 10Y | +323.2% | +178.0% | +145.3% | +197.0% |
| All | +323.2% | +183.5% | +139.8% | +197.0% |
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