+6,279.4%
APD vs JBHT
+9,634.5%
-3,355.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +3.8% | +1.7% | +2.1% | +3.4% |
| 30D | +14.1% | -1.2% | +15.3% | +14.3% |
| 3M | +8.2% | -17.1% | +25.3% | +12.4% |
| 6M | +7.5% | -4.4% | +11.9% | +7.6% |
| YTD | +31.7% | +17.5% | +14.2% | +24.7% |
| 1Y | +35.1% | +32.6% | +2.5% | +24.2% |
| 3Y | +16.8% | +33.0% | -16.2% | +4.8% |
| 5Y | +19.4% | +20.3% | -1.0% | +8.3% |
| 10Y | +203.5% | +209.1% | -5.6% | +117.5% |
| All | +6,279.4% | +9,634.5% | -3,355.1% | +2,322.6% |
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