+959.5%
AAOI vs JBHT
+322.9%
+636.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +3.5% |
| 7D | -0.7% | +4.9% | -5.5% | -3.4% |
| 30D | -17.9% | +0.6% | -18.5% | -17.7% |
| 3M | -48.0% | -3.2% | -44.8% | -47.0% |
| 6M | +5.8% | +17.0% | -11.1% | -4.4% |
| YTD | +202.7% | +41.7% | +161.1% | +144.3% |
| 1Y | +352.5% | +90.0% | +262.5% | +200.7% |
| 3Y | +657.0% | +47.0% | +610.1% | +489.4% |
| 5Y | +1,267.0% | +58.3% | +1,208.7% | +896.7% |
| 10Y | +502.7% | +273.9% | +228.8% | +140.8% |
| All | +959.5% | +322.9% | +636.6% | +266.7% |
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