+20.3%
JBHT vs AMBA
-68.8%
+89.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | +1.7% | -8.1% | +9.8% | +3.0% |
| 30D | -1.2% | -10.8% | +9.6% | +0.4% |
| 3M | -17.1% | -25.9% | +8.8% | -13.7% |
| 6M | -4.4% | -13.9% | +9.5% | -5.4% |
| YTD | +17.5% | -14.0% | +31.5% | +15.0% |
| 1Y | +32.6% | -25.7% | +58.3% | +32.2% |
| 3Y | +33.0% | +21.5% | +11.6% | +15.2% |
| 5Y | +20.3% | -68.9% | +89.3% | +13.4% |
| All | +20.3% | -68.8% | +89.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling