+328.1%
AMGN vs JBHT
+192.0%
+136.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | +12.1% | -2.0% | +14.1% | +12.6% |
| 3M | +13.9% | -16.3% | +30.2% | +17.6% |
| 6M | +42.1% | -8.2% | +50.4% | +43.5% |
| YTD | +45.0% | +16.3% | +28.7% | +38.5% |
| 1Y | +49.3% | +32.2% | +17.1% | +38.3% |
| 3Y | +92.8% | +34.4% | +58.4% | +73.5% |
| 5Y | +156.7% | +20.3% | +136.4% | +131.9% |
| 10Y | +328.1% | +185.2% | +142.9% | +187.1% |
| All | +328.1% | +192.0% | +136.1% | +187.1% |
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