+54.3%
JD vs AZO
+457.7%
-403.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -13.2% | -2.7% | -10.5% | -12.6% |
| 3M | -3.2% | -3.2% | 0.0% | -2.7% |
| 6M | +15.2% | -19.7% | +35.0% | +20.8% |
| YTD | +2.0% | -12.0% | +14.0% | +4.2% |
| 1Y | -5.4% | -29.5% | +24.1% | +2.0% |
| 3Y | -9.1% | +17.3% | -26.5% | -15.2% |
| 5Y | -59.6% | +94.1% | -153.7% | -68.2% |
| 10Y | +26.2% | +303.3% | -277.1% | -22.6% |
| All | +54.3% | +457.7% | -403.4% | -17.9% |
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