+16,947.7%
JPM vs AZO
+41,743.6%
-24,795.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.7% | -3.6% | +2.9% | +0.7% |
| 30D | -2.5% | -5.6% | +3.1% | -0.4% |
| 3M | +14.1% | -6.6% | +20.8% | +16.4% |
| 6M | +25.1% | -22.5% | +47.6% | +36.1% |
| YTD | +12.1% | -15.2% | +27.3% | +17.1% |
| 1Y | +18.8% | -33.9% | +52.7% | +35.9% |
| 3Y | +163.4% | +11.8% | +151.6% | +142.4% |
| 5Y | +156.5% | +85.5% | +71.0% | +90.7% |
| 10Y | +595.1% | +298.2% | +296.9% | +269.1% |
| All | +16,947.7% | +41,743.6% | -24,795.9% | +1,933.6% |
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 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