> AlphaZero compensates for the lower number of evaluations by using its deep neural network to focus much more selectively on the most promising variation [1]
Even if you compare CPU to GPU by price, and not speed, it seems pretty even. It clearly has to sacrifice speed by making more intelligent pruning decisions than stockfish.
1: https://en.wikipedia.org/wiki/AlphaZero#AlphaZero_vs._Stockf...
2: https://sites.google.com/site/computerschess/stockfish9-benc...
3: https://www.reddit.com/r/hardware/comments/9jyts8/rtx_2080_t...