+50.6%
JBHT vs AMP
+70.7%
-20.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.2% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +0.6% | -0.1% | +0.7% | +0.5% |
| 3M | -3.2% | +23.6% | -26.8% | -12.9% |
| 6M | +17.0% | +20.4% | -3.4% | +6.3% |
| YTD | +41.7% | +15.4% | +26.2% | +30.6% |
| 1Y | +90.0% | +11.0% | +79.0% | +78.7% |
| All | +50.6% | +70.7% | -20.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling