+118.5%
AMT vs JBHT
+194.3%
-75.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.2% |
| 7D | +4.4% | -1.4% | +5.7% | +4.6% |
| 30D | +17.7% | -3.1% | +20.8% | +18.3% |
| 3M | +16.7% | -19.5% | +36.2% | +21.0% |
| 6M | +11.1% | -9.6% | +20.7% | +12.2% |
| YTD | +13.9% | +13.3% | +0.6% | +9.2% |
| 1Y | +12.5% | +29.7% | -17.2% | +4.7% |
| 3Y | +13.2% | +28.3% | -15.1% | +2.8% |
| 5Y | -17.9% | +18.5% | -36.3% | -25.2% |
| All | +118.5% | +194.3% | -75.8% | +83.2% |
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