-9.7%
JD vs AZO
-7.5%
-2.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.6% |
| 7D | +9.0% | +5.3% | +3.6% | +8.4% |
| 30D | +5.2% | +18.4% | -13.2% | +3.5% |
| 3M | -15.9% | +9.8% | -25.7% | -16.8% |
| 6M | -7.7% | -4.5% | -3.2% | -7.9% |
| YTD | +0.1% | -1.9% | +2.0% | -0.1% |
| 1Y | -9.7% | -9.5% | -0.2% | -9.8% |
| All | -9.7% | -7.5% | -2.3% | -9.8% |
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