-55.9%
AUR vs JBHT
+25.6%
-81.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.1% | +9.8% |
| 7D | +1.1% | -1.6% | +2.7% | +2.0% |
| 30D | -22.9% | -2.3% | -20.6% | -21.8% |
| 3M | -35.0% | -18.5% | -16.5% | -26.6% |
| 6M | -39.3% | -11.3% | -28.1% | -36.4% |
| YTD | +14.8% | +12.6% | +2.3% | +0.6% |
| 1Y | +4.3% | +29.8% | -25.5% | -17.7% |
| 3Y | +125.0% | +28.1% | +96.9% | +76.6% |
| 5Y | -55.9% | +17.7% | -73.5% | -64.8% |
| All | -55.9% | +25.6% | -81.5% | -64.9% |
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