+331.5%
AZO vs AMBA
+7.9%
+323.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.4% |
| 7D | -2.6% | +2.6% | -5.2% | -2.8% |
| 30D | +11.7% | -3.6% | +15.3% | +11.8% |
| 3M | +6.4% | -24.6% | +31.0% | +8.1% |
| 6M | -5.5% | -21.6% | +16.1% | -5.4% |
| YTD | -4.5% | -11.8% | +7.3% | -5.7% |
| 1Y | -13.8% | -33.2% | +19.4% | -13.3% |
| 3Y | +19.8% | +24.5% | -4.7% | +10.2% |
| 5Y | +71.6% | -67.7% | +139.3% | +74.9% |
| 10Y | +331.5% | +4.7% | +326.8% | +256.4% |
| All | +331.5% | +7.9% | +323.6% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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