-2.3%
APA vs JBHT
+194.3%
-196.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.4% |
| 7D | -15.6% | -1.4% | -14.2% | -15.1% |
| 30D | -0.9% | -3.1% | +2.2% | +0.2% |
| 3M | +26.1% | -19.5% | +45.6% | +39.3% |
| 6M | +6.1% | -9.6% | +15.7% | +8.1% |
| YTD | +82.8% | +13.3% | +69.5% | +59.9% |
| 1Y | +106.5% | +29.7% | +76.8% | +65.6% |
| 3Y | +21.9% | +28.3% | -6.4% | -7.2% |
| 5Y | +69.7% | +18.5% | +51.2% | +30.2% |
| All | -2.3% | +194.3% | -196.6% | -60.2% |
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