+106.5%
APA vs JBHT
+29.0%
+77.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.4% |
| 7D | -15.6% | -1.4% | -14.2% | -15.6% |
| 30D | -0.9% | -3.1% | +2.2% | -1.0% |
| 3M | +26.1% | -19.5% | +45.6% | +26.0% |
| 6M | +6.1% | -9.6% | +15.7% | +6.8% |
| YTD | +82.8% | +13.3% | +69.5% | +83.5% |
| 1Y | +106.5% | +29.7% | +76.8% | +105.8% |
| All | +106.5% | +29.0% | +77.5% | +105.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling