+49.3%
AMZN vs JBHT
+20.5%
+28.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.9% |
| 7D | +8.7% | +0.2% | +8.4% | +8.6% |
| 30D | +1.7% | -2.2% | +3.9% | +2.4% |
| 3M | -2.8% | -16.5% | +13.7% | +2.6% |
| 6M | -2.1% | -8.4% | +6.3% | -1.1% |
| YTD | +15.6% | +16.1% | -0.4% | +5.1% |
| 1Y | +9.2% | +31.9% | -22.7% | -6.0% |
| 3Y | +89.9% | +34.1% | +55.7% | +55.0% |
| 5Y | +49.3% | +20.1% | +29.2% | +21.5% |
| All | +49.3% | +20.5% | +28.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling