+5,927.3%
APD vs JBHT
+11,637.0%
-5,709.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.6% |
| 7D | -2.2% | +4.9% | -7.1% | -3.3% |
| 30D | +2.1% | +0.6% | +1.5% | +1.8% |
| 3M | +7.2% | -3.2% | +10.4% | +7.5% |
| 6M | +11.2% | +17.0% | -5.7% | +6.2% |
| YTD | +24.4% | +41.7% | -17.3% | +13.2% |
| 1Y | +6.7% | +90.0% | -83.3% | -10.4% |
| 3Y | +9.2% | +47.0% | -37.7% | -4.0% |
| 5Y | +27.4% | +58.3% | -31.0% | +8.6% |
| 10Y | +164.8% | +273.9% | -109.1% | +82.1% |
| All | +5,927.3% | +11,637.0% | -5,709.7% | +2,098.6% |
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 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