-61.5%
JD vs AZO
+85.8%
-147.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -3.6% | -0.7% | -3.7% |
| 30D | -14.4% | -5.6% | -8.8% | -13.7% |
| 3M | -3.6% | -6.6% | +3.1% | -2.8% |
| 6M | -0.3% | -22.5% | +22.2% | +3.1% |
| YTD | -2.4% | -15.2% | +12.8% | -0.6% |
| 1Y | -18.5% | -33.9% | +15.4% | -13.7% |
| 3Y | -7.0% | +11.8% | -18.8% | -10.4% |
| All | -61.5% | +85.8% | -147.2% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling