-15.1%
AMRZ vs JBHT
+89.9%
-105.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -1.9% | +4.9% | -6.8% | -3.1% |
| 30D | -16.9% | +0.6% | -17.5% | -17.1% |
| 3M | -19.2% | -3.2% | -16.0% | -18.8% |
| 6M | -29.3% | +17.0% | -46.2% | -33.3% |
| YTD | -18.0% | +41.7% | -59.6% | -25.4% |
| 1Y | -15.1% | +90.0% | -105.1% | -24.5% |
| All | -15.1% | +89.9% | -105.0% | -24.5% |
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 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