+316.8%
APP vs JBHT
+40.2%
+276.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.2% |
| 7D | +4.5% | +1.7% | +2.8% | +3.8% |
| 30D | -3.6% | -1.2% | -2.5% | -3.1% |
| 3M | -35.3% | -17.1% | -18.1% | -30.0% |
| 6M | -42.8% | -4.4% | -38.4% | -42.6% |
| YTD | -59.7% | +17.5% | -77.2% | -63.6% |
| 1Y | -55.4% | +32.6% | -88.0% | -62.0% |
| 3Y | +592.0% | +33.0% | +559.0% | +453.8% |
| 5Y | +175.7% | +20.3% | +155.4% | +124.4% |
| All | +316.8% | +40.2% | +276.6% | +242.1% |
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 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