+969.7%
AWK vs JBHT
+933.7%
+36.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | +1.7% | +4.9% | -3.1% | +0.7% |
| 30D | +5.6% | +0.6% | +5.0% | +5.3% |
| 3M | +15.9% | -3.2% | +19.1% | +16.2% |
| 6M | +4.6% | +17.0% | -12.4% | +0.4% |
| YTD | +10.1% | +41.7% | -31.6% | +1.1% |
| 1Y | +2.1% | +90.0% | -87.9% | -12.7% |
| 3Y | +9.8% | +47.0% | -37.1% | -2.5% |
| 5Y | -15.4% | +58.3% | -73.7% | -27.7% |
| 10Y | +129.4% | +273.9% | -144.5% | +52.1% |
| All | +969.7% | +933.7% | +36.0% | +393.8% |
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