+1.9%
AMKR vs JBHT
+34.8%
-33.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.9% |
| 7D | -15.5% | +1.7% | -17.2% | -16.5% |
| 30D | -34.7% | -1.2% | -33.6% | -34.5% |
| 3M | -36.1% | -17.1% | -18.9% | -28.4% |
| 6M | -49.6% | -4.4% | -45.2% | -50.3% |
| YTD | -9.2% | +17.5% | -26.7% | -32.2% |
| 1Y | +1.9% | +32.6% | -30.7% | -34.0% |
| All | +1.9% | +34.8% | -33.0% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling