-32.2%
AZO vs AMBA
-17.3%
-14.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.4% | -9.8% | -1.1% |
| 7D | -0.8% | +2.5% | -3.3% | -0.7% |
| 30D | -5.1% | -16.1% | +11.0% | -5.6% |
| 3M | -7.2% | +4.6% | -11.9% | -6.8% |
| 6M | -20.7% | +29.2% | -49.9% | -19.5% |
| YTD | -14.2% | -2.9% | -11.3% | -15.0% |
| 1Y | -32.2% | -18.7% | -13.4% | -33.7% |
| All | -32.2% | -17.3% | -14.9% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling