+504.5%
AVAV vs JBHT
+1,302.8%
-798.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.8% |
| 7D | -2.2% | +4.9% | -7.1% | -4.1% |
| 30D | -13.9% | +0.6% | -14.5% | -14.2% |
| 3M | -29.2% | -3.2% | -26.0% | -28.6% |
| 6M | -36.1% | +17.0% | -53.1% | -40.5% |
| YTD | -40.2% | +41.7% | -81.9% | -48.4% |
| 1Y | -36.2% | +90.0% | -126.2% | -51.9% |
| 3Y | +47.5% | +47.0% | +0.5% | +19.7% |
| 5Y | +39.3% | +58.3% | -19.0% | +7.1% |
| 10Y | +482.6% | +273.9% | +208.7% | +208.0% |
| All | +504.5% | +1,302.8% | -798.4% | +88.6% |
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