+4,218.7%
AZO vs GME
+1,158.5%
+3,060.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | -2.9% | +6.0% | -8.9% | -3.1% |
| 30D | -5.3% | +8.3% | -13.6% | -5.6% |
| 3M | -7.3% | -9.1% | +1.7% | -7.1% |
| 6M | -22.7% | -16.3% | -6.3% | -22.3% |
| YTD | -15.0% | +1.5% | -16.6% | -15.2% |
| 1Y | -32.2% | -16.3% | -15.9% | -32.0% |
| 3Y | +10.0% | +15.1% | -5.1% | +3.6% |
| 5Y | +85.8% | -57.2% | +143.0% | +77.2% |
| 10Y | +298.9% | +274.5% | +24.4% | +110.9% |
| All | +4,218.7% | +1,158.5% | +3,060.2% | +1,525.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling