-20.7%
AZO vs GAP
-5.1%
-15.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.3% |
| 30D | -5.1% | -0.7% | -4.4% | -5.2% |
| 3M | -7.2% | -0.5% | -6.8% | -7.3% |
| 6M | -20.7% | -5.0% | -15.8% | -22.0% |
| All | -20.7% | -5.1% | -15.6% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling