-36.6%
AUR vs JBHT
+58.1%
-94.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.5% |
| 7D | +8.7% | +4.9% | +3.9% | +5.5% |
| 30D | -5.2% | +0.6% | -5.8% | -5.4% |
| 3M | -7.3% | -3.2% | -4.1% | -5.9% |
| 6M | +41.2% | +17.0% | +24.3% | +24.1% |
| YTD | +65.1% | +41.7% | +23.4% | +26.4% |
| 1Y | +13.4% | +90.0% | -76.6% | -32.4% |
| 3Y | +98.1% | +47.0% | +51.1% | +44.2% |
| 5Y | -36.0% | +58.3% | -94.3% | -55.4% |
| All | -36.6% | +58.1% | -94.7% | -55.9% |
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