+67.0%
APO vs JBHT
+17.1%
+49.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +0.8% | -1.6% | +2.4% | +1.5% |
| 30D | +1.0% | -2.3% | +3.3% | +1.9% |
| 3M | -8.4% | -18.5% | +10.1% | -1.2% |
| 6M | -9.1% | -11.3% | +2.2% | -6.4% |
| YTD | -18.3% | +12.6% | -30.9% | -25.6% |
| 1Y | -8.0% | +29.8% | -37.7% | -21.8% |
| 3Y | +47.1% | +28.1% | +19.0% | +20.5% |
| All | +67.0% | +17.1% | +49.9% | +36.1% |
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