+92.8%
AMGN vs JBHT
+31.9%
+60.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | +12.1% | -2.0% | +14.1% | +12.4% |
| 3M | +13.9% | -16.3% | +30.2% | +16.4% |
| 6M | +42.1% | -8.2% | +50.4% | +43.1% |
| YTD | +45.0% | +16.3% | +28.7% | +40.5% |
| 1Y | +49.3% | +32.2% | +17.1% | +41.8% |
| 3Y | +92.8% | +34.4% | +58.4% | +70.5% |
| All | +92.8% | +31.9% | +60.9% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling