+2,377.2%
JCI vs AZO
+41,812.3%
-39,435.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.2% |
| 30D | -7.7% | -5.3% | -2.4% | -6.4% |
| 3M | +2.8% | -7.3% | +10.1% | +4.4% |
| 6M | +7.2% | -22.7% | +29.9% | +14.1% |
| YTD | +20.0% | -15.0% | +35.0% | +24.1% |
| 1Y | +33.3% | -32.2% | +65.5% | +46.1% |
| 3Y | +161.3% | +10.0% | +151.3% | +147.7% |
| 5Y | +108.8% | +85.8% | +22.9% | +69.9% |
| 10Y | +334.6% | +298.9% | +35.7% | +182.5% |
| All | +2,377.2% | +41,812.3% | -39,435.1% | +494.7% |
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