-17.0%
AMRZ vs JBHT
+58.5%
-75.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -2.5% |
| 7D | +2.5% | -1.4% | +3.9% | +2.9% |
| 30D | +14.4% | -3.1% | +17.5% | +15.3% |
| 3M | -19.2% | -19.5% | +0.4% | -14.9% |
| 6M | -19.7% | -9.6% | -10.1% | -18.8% |
| YTD | -20.2% | +13.3% | -33.5% | -23.8% |
| 1Y | -15.1% | +29.7% | -44.7% | -21.0% |
| All | -17.0% | +58.5% | -75.5% | -25.4% |
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