-54.0%
AUR vs JBHT
+31.7%
-85.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +12.7% | +0.5% | +12.3% | +12.4% |
| 30D | -18.7% | -0.1% | -18.6% | -18.7% |
| 3M | -33.8% | -14.0% | -19.8% | -27.7% |
| 6M | -36.6% | -5.1% | -31.6% | -36.3% |
| YTD | +19.8% | +18.0% | +1.8% | +1.9% |
| 1Y | +8.0% | +36.5% | -28.5% | -17.4% |
| 3Y | +153.4% | +34.8% | +118.7% | +92.5% |
| 5Y | -54.0% | +21.4% | -75.4% | -64.4% |
| All | -54.0% | +31.7% | -85.7% | -64.5% |
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 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