+288.6%
AZO vs GAP
+31.2%
+257.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -0.6% |
| 7D | -3.6% | -4.1% | +0.5% | -3.0% |
| 30D | -5.6% | +6.2% | -11.8% | -6.5% |
| 3M | -6.6% | -0.7% | -6.0% | -6.9% |
| 6M | -22.5% | -7.1% | -15.4% | -22.2% |
| YTD | -15.2% | -14.1% | -1.1% | -14.3% |
| 1Y | -33.9% | -8.5% | -25.4% | -34.1% |
| 3Y | +11.8% | +115.4% | -103.6% | -8.5% |
| 5Y | +85.5% | +9.8% | +75.7% | +63.3% |
| All | +288.6% | +31.2% | +257.3% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling