-94.4%
AAOX vs JBHT
+14.1%
-108.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | 0.0% | -11.0% | -11.0% |
| 7D | +22.0% | +4.2% | +17.8% | +19.7% |
| 30D | -76.8% | -0.4% | -76.4% | -76.6% |
| 3M | -90.7% | -17.3% | -73.4% | -89.8% |
| 6M | -97.2% | -3.5% | -93.7% | -96.7% |
| All | -94.4% | +14.1% | -108.5% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling