-92.1%
AAOX vs JBHT
+13.6%
-105.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +1.1% | -16.0% | -15.3% |
| 7D | -50.3% | +1.7% | -52.0% | -50.6% |
| 30D | -79.8% | -1.2% | -78.7% | -79.8% |
| 3M | -85.9% | -17.1% | -68.8% | -84.7% |
| 6M | -95.7% | -4.4% | -91.3% | -94.9% |
| All | -92.1% | +13.6% | -105.7% | -95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling