+23.4%
AZO vs JBHT
+27.4%
-4.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +1.5% | -1.6% | +3.1% | +1.6% |
| 30D | +13.0% | -2.3% | +15.3% | +13.2% |
| 3M | +4.8% | -18.5% | +23.2% | +6.4% |
| 6M | -9.2% | -11.3% | +2.1% | -8.5% |
| YTD | -5.2% | +12.6% | -17.7% | -6.2% |
| 1Y | -12.4% | +29.8% | -42.2% | -14.4% |
| 3Y | +23.4% | +28.1% | -4.7% | +17.5% |
| All | +23.4% | +27.4% | -4.0% | +17.5% |
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