+57.7%
APO vs JBHT
+47.5%
+10.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.5% |
| 7D | -1.0% | +4.9% | -5.9% | -2.5% |
| 30D | +3.5% | +0.6% | +2.9% | +3.1% |
| 3M | +4.5% | -3.2% | +7.7% | +5.1% |
| 6M | +22.8% | +17.0% | +5.8% | +15.0% |
| YTD | -6.5% | +41.7% | -48.2% | -18.7% |
| 1Y | +0.8% | +90.0% | -89.2% | -22.3% |
| All | +57.7% | +47.5% | +10.2% | +28.8% |
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 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