-93.7%
AAOX vs JBHT
+14.1%
-107.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | +0.6% | +30.7% | +31.0% |
| 7D | -20.1% | +0.5% | -20.6% | -19.4% |
| 30D | -75.5% | -0.1% | -75.4% | -75.3% |
| 3M | -89.0% | -14.0% | -74.9% | -87.9% |
| 6M | -96.7% | -5.1% | -91.7% | -96.1% |
| All | -93.7% | +14.1% | -107.8% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling