+1,525.1%
JBL vs AZO
+296.8%
+1,228.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +2.4% | -3.6% | +6.0% | +3.6% |
| 30D | -13.1% | -5.6% | -7.6% | -11.6% |
| 3M | -15.6% | -6.6% | -8.9% | -14.3% |
| 6M | +24.6% | -22.5% | +47.1% | +34.3% |
| YTD | +39.6% | -15.2% | +54.8% | +44.8% |
| 1Y | +48.6% | -33.9% | +82.5% | +68.4% |
| 3Y | +197.3% | +11.8% | +185.5% | +164.4% |
| 5Y | +413.0% | +85.5% | +327.5% | +254.2% |
| All | +1,525.1% | +296.8% | +1,228.2% | +805.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling