-9.5%
AZO vs JAAA
+4.8%
-14.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.3% | +0.2% | +5.2% | +4.5% |
| 30D | +18.4% | +0.4% | +18.0% | +15.7% |
| 3M | +9.8% | +1.2% | +8.6% | +2.8% |
| 6M | -4.5% | +2.3% | -6.8% | -16.4% |
| YTD | -1.9% | +3.9% | -5.8% | -24.0% |
| 1Y | -9.5% | +4.8% | -14.3% | -37.9% |
| All | -9.5% | +4.8% | -14.3% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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