-95.2%
AAOX vs JBHT
+13.4%
-108.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.9% | -16.0% | -15.5% |
| 7D | -48.4% | +0.9% | -49.4% | -48.1% |
| 30D | -84.4% | -1.1% | -83.3% | -84.2% |
| 3M | -91.5% | -14.8% | -76.7% | -90.6% |
| 6M | -96.3% | -7.4% | -88.9% | -95.5% |
| All | -95.2% | +13.4% | -108.7% | -97.2% |
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