+124.5%
AMT vs JBHT
+191.4%
-66.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.5% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | +3.7% | -2.2% | +5.9% | +4.0% |
| 3M | +10.7% | -16.5% | +27.2% | +14.1% |
| 6M | +9.3% | -8.4% | +17.7% | +10.0% |
| YTD | +10.9% | +16.1% | -5.1% | +5.9% |
| 1Y | +10.5% | +31.9% | -21.4% | +2.5% |
| 3Y | +15.5% | +34.1% | -18.6% | +3.8% |
| 5Y | -20.6% | +20.1% | -40.7% | -27.8% |
| 10Y | +124.5% | +184.7% | -60.1% | +76.3% |
| All | +124.5% | +191.4% | -66.9% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling