+869.4%
APA vs JBHT
+9,288.5%
-8,419.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.4% |
| 7D | -15.6% | -1.4% | -14.2% | -15.3% |
| 30D | -0.9% | -3.1% | +2.2% | -0.4% |
| 3M | +26.1% | -19.5% | +45.6% | +32.1% |
| 6M | +6.1% | -9.6% | +15.7% | +7.5% |
| YTD | +82.8% | +13.3% | +69.5% | +74.1% |
| 1Y | +106.5% | +29.7% | +76.8% | +89.8% |
| 3Y | +21.9% | +28.3% | -6.4% | +10.9% |
| 5Y | +69.7% | +18.5% | +51.2% | +56.6% |
| 10Y | 0.0% | +198.1% | -198.1% | -22.2% |
| All | +869.4% | +9,288.5% | -8,419.1% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling