+23.9%
APA vs JBHT
+28.2%
-4.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.3% |
| 7D | -15.6% | -1.4% | -14.2% | -15.3% |
| 30D | -0.9% | -3.1% | +2.2% | -0.3% |
| 3M | +26.1% | -19.5% | +45.6% | +32.9% |
| 6M | +6.1% | -9.6% | +15.7% | +6.9% |
| YTD | +82.8% | +13.3% | +69.5% | +67.7% |
| 1Y | +106.5% | +29.7% | +76.8% | +79.0% |
| All | +23.9% | +28.2% | -4.3% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling