-94.4%
AAOX vs JBHT
+12.2%
-106.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.1% | +5.8% | +7.4% |
| 7D | -35.9% | +0.2% | -36.1% | -35.1% |
| 30D | -81.6% | -2.2% | -79.4% | -81.3% |
| 3M | -90.3% | -16.5% | -73.9% | -89.3% |
| 6M | -95.7% | -8.4% | -87.2% | -94.7% |
| All | -94.4% | +12.2% | -106.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling