+54.6%
APO vs JBHT
+33.0%
+21.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.1% | +7.0% | +7.8% |
| 7D | +8.2% | +1.7% | +6.5% | +7.7% |
| 30D | +6.4% | -1.2% | +7.6% | +6.7% |
| 3M | -7.4% | -17.1% | +9.7% | -2.4% |
| 6M | -4.2% | -4.4% | +0.2% | -4.5% |
| YTD | -14.1% | +17.5% | -31.6% | -21.4% |
| 1Y | -4.4% | +32.6% | -37.0% | -16.5% |
| All | +54.6% | +33.0% | +21.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling