+69.8%
APA vs JBHT
+17.1%
+52.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -15.5% | -1.6% | -13.9% | -15.1% |
| 30D | +2.4% | -2.3% | +4.7% | +2.9% |
| 3M | +22.8% | -18.5% | +41.3% | +31.0% |
| 6M | +17.9% | -11.3% | +29.2% | +20.4% |
| YTD | +87.7% | +12.6% | +75.1% | +70.3% |
| 1Y | +94.2% | +29.8% | +64.4% | +64.6% |
| 3Y | +27.2% | +28.1% | -0.9% | +3.7% |
| All | +69.8% | +17.1% | +52.8% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling