+27.7%
JCI vs AZO
-7.5%
+35.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.9% | -10.2% | -6.0% |
| 7D | -10.7% | +5.3% | -16.0% | -10.4% |
| 30D | -10.4% | +18.4% | -28.8% | -10.3% |
| 3M | -8.3% | +9.8% | -18.1% | -7.8% |
| 6M | -2.1% | -4.5% | +2.4% | +0.2% |
| YTD | +18.4% | -1.9% | +20.3% | +22.6% |
| 1Y | +27.7% | -9.5% | +37.2% | +31.4% |
| All | +27.7% | -7.5% | +35.1% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling