+340.5%
JCI vs AZO
+296.8%
+43.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.7% | -3.6% | +4.3% | +1.9% |
| 30D | -4.4% | -5.6% | +1.1% | -2.7% |
| 3M | +1.7% | -6.6% | +8.3% | +3.3% |
| 6M | +8.8% | -22.5% | +31.3% | +17.3% |
| YTD | +22.6% | -15.2% | +37.8% | +27.7% |
| 1Y | +36.2% | -33.9% | +70.2% | +54.2% |
| 3Y | +168.0% | +11.8% | +156.2% | +145.4% |
| 5Y | +113.5% | +85.5% | +27.9% | +58.4% |
| All | +340.5% | +296.8% | +43.6% | +163.6% |
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 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