+192.8%
APD vs JBHT
+176.2%
+16.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | +4.2% | -2.0% | +0.9% |
| 30D | +9.4% | -0.4% | +9.8% | +9.5% |
| 3M | +4.7% | -17.3% | +22.0% | +10.3% |
| 6M | +5.5% | -3.5% | +9.0% | +4.9% |
| YTD | +31.4% | +18.0% | +13.4% | +21.0% |
| 1Y | +24.1% | +35.5% | -11.4% | +8.7% |
| 3Y | +28.8% | +34.8% | -6.0% | +8.5% |
| 5Y | +15.8% | +19.7% | -4.0% | -0.6% |
| All | +192.8% | +176.2% | +16.6% | +64.6% |
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