-9.5%
AZO vs GAP
+10.4%
-20.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.0% | -4.1% | +2.8% |
| 7D | +5.3% | +8.0% | -2.6% | +4.2% |
| 30D | +18.4% | +2.7% | +15.8% | +17.9% |
| 3M | +9.8% | +16.0% | -6.2% | +7.4% |
| 6M | -4.5% | +2.0% | -6.5% | -5.4% |
| YTD | -1.9% | -4.4% | +2.5% | -2.0% |
| 1Y | -9.5% | +9.2% | -18.7% | -12.2% |
| All | -9.5% | +10.4% | -20.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling