+844.5%
APH vs JBHT
+194.3%
+650.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.8% | -8.0% |
| 7D | -12.7% | -1.4% | -11.3% | -12.2% |
| 30D | -19.2% | -3.1% | -16.1% | -18.3% |
| 3M | -16.7% | -19.5% | +2.9% | -10.2% |
| 6M | +5.1% | -9.6% | +14.7% | +7.5% |
| YTD | +6.6% | +13.3% | -6.8% | -1.4% |
| 1Y | +3.9% | +29.7% | -25.8% | -9.2% |
| 3Y | +246.0% | +28.3% | +217.7% | +191.4% |
| 5Y | +268.0% | +18.5% | +249.5% | +213.2% |
| All | +844.5% | +194.3% | +650.2% | +471.8% |
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