+64,177.3%
AMGN vs JBHT
+9,288.5%
+54,888.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -3.2% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | +14.3% | -3.1% | +17.4% | +14.9% |
| 3M | +13.5% | -19.5% | +33.1% | +17.5% |
| 6M | +41.5% | -9.6% | +51.1% | +43.2% |
| YTD | +43.5% | +13.3% | +30.2% | +39.1% |
| 1Y | +47.9% | +29.7% | +18.2% | +39.9% |
| 3Y | +86.6% | +28.3% | +58.3% | +73.7% |
| 5Y | +151.6% | +18.5% | +133.1% | +133.8% |
| 10Y | +358.1% | +198.1% | +160.0% | +253.9% |
| All | +64,177.3% | +9,288.5% | +54,888.8% | +27,204.1% |
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 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