+288.6%
AZO vs GME
+285.6%
+2.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -3.6% | +10.4% | -14.0% | -3.6% |
| 30D | -5.6% | +14.1% | -19.6% | -5.6% |
| 3M | -6.6% | -4.6% | -2.0% | -6.6% |
| 6M | -22.5% | -13.5% | -9.0% | -22.5% |
| YTD | -15.2% | +5.3% | -20.5% | -15.2% |
| 1Y | -33.9% | -14.9% | -19.0% | -33.9% |
| 3Y | +11.8% | +24.3% | -12.5% | +10.6% |
| 5Y | +85.5% | -55.6% | +141.1% | +83.8% |
| All | +288.6% | +285.6% | +2.9% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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