+6.8%
APA vs JBHT
+272.5%
-265.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -4.7% |
| 7D | +0.5% | +4.9% | -4.3% | -2.3% |
| 30D | +23.4% | +0.6% | +22.8% | +22.2% |
| 3M | +12.7% | -3.2% | +15.9% | +13.0% |
| 6M | +39.4% | +17.0% | +22.5% | +23.0% |
| YTD | +79.0% | +41.7% | +37.3% | +40.3% |
| 1Y | +88.8% | +90.0% | -1.2% | +19.9% |
| 3Y | +6.4% | +47.0% | -40.6% | -23.6% |
| 5Y | +153.0% | +58.3% | +94.7% | +64.7% |
| All | +6.8% | +272.5% | -265.8% | -59.6% |
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