+112.7%
AMT vs JBHT
+192.4%
-79.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | +13.6% | -2.3% | +15.9% | +14.0% |
| 3M | +11.5% | -18.5% | +29.9% | +15.3% |
| 6M | +6.9% | -11.3% | +18.2% | +8.3% |
| YTD | +10.8% | +12.6% | -1.7% | +6.4% |
| 1Y | +10.3% | +29.8% | -19.4% | +2.6% |
| 3Y | +12.4% | +28.1% | -15.7% | +2.1% |
| 5Y | -20.1% | +17.7% | -37.8% | -27.1% |
| All | +112.7% | +192.4% | -79.7% | +78.5% |
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 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