+122.9%
APH vs JBHT
+58.3%
+64.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.1% | -50.9% | -48.7% |
| 7D | -48.7% | +3.9% | -52.6% | -49.8% |
| 30D | -51.9% | +0.6% | -52.5% | -52.4% |
| 3M | -43.6% | -3.2% | -40.4% | -43.6% |
| 6M | -37.5% | +17.0% | -54.5% | -41.7% |
| YTD | -38.6% | +41.7% | -80.3% | -46.6% |
| 1Y | -26.3% | +90.0% | -116.3% | -42.9% |
| 3Y | +89.2% | +47.0% | +42.2% | +57.7% |
| All | +122.9% | +58.3% | +64.6% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling