-37.0%
APP vs JBHT
+29.5%
-66.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +10.0% |
| 7D | +71.2% | -1.6% | +72.8% | +71.1% |
| 30D | +39.1% | -2.3% | +41.4% | +39.3% |
| 3M | +16.5% | -18.5% | +35.0% | +22.9% |
| 6M | -16.6% | -11.3% | -5.3% | -15.4% |
| YTD | -41.9% | +12.6% | -54.5% | -46.0% |
| 1Y | -37.0% | +29.8% | -66.8% | -44.5% |
| All | -37.0% | +29.5% | -66.6% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling