+4,753.5%
AZN vs JBHT
+6,925.8%
-2,172.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.6% |
| 7D | 0.0% | +4.9% | -4.9% | -0.6% |
| 30D | +0.7% | +0.6% | +0.2% | +0.6% |
| 3M | -10.5% | -3.2% | -7.3% | -10.3% |
| 6M | -19.3% | +17.0% | -36.2% | -21.2% |
| YTD | -10.6% | +41.7% | -52.2% | -15.0% |
| 1Y | +0.5% | +90.0% | -89.5% | -8.5% |
| 3Y | +25.9% | +47.0% | -21.1% | +17.2% |
| 5Y | +52.4% | +58.3% | -5.9% | +39.0% |
| 10Y | +220.8% | +273.9% | -53.1% | +156.7% |
| All | +4,753.5% | +6,925.8% | -2,172.3% | +2,831.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling