+1,768.0%
JBHT vs AMP
+2,123.7%
-355.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 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% | -11.6% |
| 6M | +17.0% | +20.4% | -3.4% | +7.7% |
| YTD | +41.7% | +15.4% | +26.2% | +32.2% |
| 1Y | +90.0% | +11.0% | +79.0% | +79.6% |
| 3Y | +47.0% | +70.5% | -23.5% | +16.3% |
| 5Y | +58.3% | +121.4% | -63.1% | +11.3% |
| 10Y | +273.9% | +575.6% | -301.7% | +56.1% |
| All | +1,768.0% | +2,123.7% | -355.8% | +358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling