-7.2%
JD vs AZO
+10.2%
-17.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.6% | -2.9% | +0.3% | -2.2% |
| 30D | -15.4% | -5.3% | -10.1% | -14.8% |
| 3M | -5.0% | -7.3% | +2.3% | -4.2% |
| 6M | +0.9% | -22.7% | +23.6% | +3.8% |
| YTD | -2.5% | -15.0% | +12.5% | -1.0% |
| 1Y | -16.0% | -32.2% | +16.2% | -11.8% |
| All | -7.2% | +10.2% | -17.4% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling