-94.4%
AAOX vs JBHT
+12.4%
-106.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.1% | +5.8% | +7.4% |
| 7D | -35.9% | +0.4% | -36.3% | -35.1% |
| 30D | -81.6% | -2.0% | -79.7% | -81.3% |
| 3M | -90.3% | -16.3% | -74.0% | -89.3% |
| 6M | -95.7% | -8.2% | -87.4% | -94.7% |
| All | -94.4% | +12.4% | -106.8% | -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 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