+590.9%
JPM vs AZO
+296.8%
+294.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.7% | -3.6% | +2.9% | +0.5% |
| 30D | -2.5% | -5.6% | +3.1% | -0.7% |
| 3M | +14.1% | -6.6% | +20.8% | +16.0% |
| 6M | +25.1% | -22.5% | +47.6% | +34.6% |
| YTD | +12.1% | -15.2% | +27.3% | +16.3% |
| 1Y | +18.8% | -33.9% | +52.7% | +34.0% |
| 3Y | +163.4% | +11.8% | +151.6% | +142.1% |
| 5Y | +156.5% | +85.5% | +71.0% | +90.6% |
| All | +590.9% | +296.8% | +294.0% | +308.6% |
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 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