+187.8%
JBHT vs AMP
+573.8%
-386.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | 0.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.6% |
| 30D | -2.3% | +2.2% | -4.5% | -3.3% |
| 3M | -18.5% | -10.4% | -8.0% | -14.4% |
| 6M | -11.3% | +5.8% | -17.1% | -13.9% |
| YTD | +12.6% | +3.3% | +9.3% | +9.7% |
| 1Y | +29.8% | +11.1% | +18.7% | +22.4% |
| 3Y | +28.1% | +56.0% | -28.0% | +3.2% |
| 5Y | +17.7% | +76.1% | -58.4% | -11.6% |
| All | +187.8% | +573.8% | -386.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling