+16.5%
JD vs AZO
+296.8%
-280.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -3.6% | -0.7% | -3.5% |
| 30D | -14.4% | -5.6% | -8.8% | -13.4% |
| 3M | -3.6% | -6.6% | +3.1% | -2.4% |
| 6M | -0.3% | -22.5% | +22.2% | +4.8% |
| YTD | -2.4% | -15.2% | +12.8% | +0.4% |
| 1Y | -18.5% | -33.9% | +15.4% | -11.6% |
| 3Y | -7.0% | +11.8% | -18.8% | -11.7% |
| 5Y | -61.7% | +85.5% | -147.2% | -68.7% |
| All | +16.5% | +296.8% | -280.3% | -22.7% |
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 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