+43,697.1%
AZO vs JBHT
+9,125.9%
+34,571.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | +13.0% | -2.3% | +15.3% | +13.5% |
| 3M | +4.8% | -18.5% | +23.2% | +8.5% |
| 6M | -9.2% | -11.3% | +2.1% | -7.8% |
| YTD | -5.2% | +12.6% | -17.7% | -8.2% |
| 1Y | -12.4% | +29.8% | -42.2% | -17.7% |
| 3Y | +23.4% | +28.1% | -4.7% | +13.7% |
| 5Y | +76.9% | +17.7% | +59.2% | +63.9% |
| 10Y | +339.6% | +196.1% | +143.5% | +236.8% |
| All | +43,697.1% | +9,125.9% | +34,571.2% | +18,324.4% |
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