+40,884.8%
JBL vs AZO
+14,724.3%
+26,160.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.4% |
| 7D | -1.0% | -2.9% | +1.9% | +0.1% |
| 30D | -15.1% | -5.3% | -9.8% | -13.3% |
| 3M | -14.0% | -7.3% | -6.7% | -12.2% |
| 6M | +20.6% | -22.7% | +43.3% | +31.5% |
| YTD | +32.9% | -15.0% | +47.9% | +38.6% |
| 1Y | +40.5% | -32.2% | +72.8% | +59.5% |
| 3Y | +183.7% | +10.0% | +173.7% | +157.4% |
| 5Y | +388.3% | +85.8% | +302.5% | +248.3% |
| 10Y | +1,464.9% | +298.9% | +1,166.1% | +684.3% |
| All | +40,884.8% | +14,724.3% | +26,160.5% | +6,531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling