+0.3%
APA vs JBHT
+192.4%
-192.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | -15.5% | -1.6% | -13.9% | -14.9% |
| 30D | +2.4% | -2.3% | +4.7% | +3.1% |
| 3M | +22.8% | -18.5% | +41.3% | +34.7% |
| 6M | +17.9% | -11.3% | +29.2% | +21.5% |
| YTD | +87.7% | +12.6% | +75.1% | +64.7% |
| 1Y | +94.2% | +29.8% | +64.4% | +55.7% |
| 3Y | +27.2% | +28.1% | -0.9% | -3.2% |
| 5Y | +74.1% | +17.7% | +56.5% | +34.1% |
| All | +0.3% | +192.4% | -192.1% | -59.0% |
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