+391.7%
APP vs JBHT
+69.0%
+322.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.9% |
| 7D | +0.9% | +4.9% | -4.0% | -1.4% |
| 30D | -23.3% | +0.6% | -23.9% | -23.5% |
| 3M | -42.6% | -3.2% | -39.4% | -42.1% |
| 6M | -33.6% | +17.0% | -50.6% | -39.3% |
| YTD | -52.4% | +41.7% | -94.1% | -60.3% |
| 1Y | -35.9% | +90.0% | -125.9% | -54.6% |
| 3Y | +642.2% | +47.0% | +595.2% | +480.9% |
| 5Y | +311.1% | +58.3% | +252.8% | +203.8% |
| All | +391.7% | +69.0% | +322.7% | +273.1% |
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