+39,137.0%
AZO vs GAP
+1,015.4%
+38,121.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -2.9% | -6.3% | +3.4% | -1.7% |
| 30D | -5.3% | -0.2% | -5.1% | -5.5% |
| 3M | -7.3% | 0.0% | -7.4% | -7.8% |
| 6M | -22.7% | -8.1% | -14.6% | -22.2% |
| YTD | -15.0% | -16.5% | +1.4% | -13.4% |
| 1Y | -32.2% | -10.5% | -21.8% | -32.2% |
| 3Y | +10.0% | +104.0% | -94.0% | -13.6% |
| 5Y | +85.8% | +6.8% | +79.1% | +57.1% |
| 10Y | +298.9% | +26.9% | +271.9% | +181.1% |
| All | +39,137.0% | +1,015.4% | +38,121.7% | +14,713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling