+186.6%
APD vs JBHT
+194.3%
-7.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.6% | -1.8% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +10.1% | -3.1% | +13.2% | +11.1% |
| 3M | +4.9% | -19.5% | +24.4% | +11.3% |
| 6M | +2.5% | -9.6% | +12.0% | +4.0% |
| YTD | +27.8% | +13.3% | +14.5% | +19.2% |
| 1Y | +32.9% | +29.7% | +3.2% | +18.0% |
| 3Y | +13.4% | +28.3% | -14.9% | -2.9% |
| 5Y | +12.8% | +18.5% | -5.6% | -3.2% |
| All | +186.6% | +194.3% | -7.7% | +64.0% |
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