+1,570.8%
APO vs JBHT
+477.3%
+1,093.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.3% |
| 30D | +1.1% | -3.1% | +4.2% | +2.6% |
| 3M | -9.2% | -19.5% | +10.3% | -0.2% |
| 6M | -9.2% | -9.6% | +0.3% | -6.8% |
| YTD | -18.0% | +13.3% | -31.3% | -25.9% |
| 1Y | -10.9% | +29.7% | -40.6% | -25.0% |
| 3Y | +44.4% | +28.3% | +16.1% | +16.7% |
| 5Y | +67.9% | +18.5% | +49.4% | +38.9% |
| 10Y | +876.2% | +198.1% | +678.1% | +367.1% |
| All | +1,570.8% | +477.3% | +1,093.5% | +502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling