+89.6%
AZO vs AMBA
-53.5%
+143.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -0.5% | -6.4% | +5.9% | -0.2% |
| 30D | -5.6% | -26.8% | +21.2% | -4.5% |
| 3M | -4.0% | -7.6% | +3.6% | -4.2% |
| 6M | -18.9% | +21.2% | -40.1% | -20.6% |
| YTD | -13.0% | -10.4% | -2.6% | -13.7% |
| 1Y | -30.4% | -24.4% | -6.0% | -30.7% |
| 3Y | +12.7% | +6.0% | +6.7% | +7.0% |
| 5Y | +89.6% | -53.9% | +143.5% | +85.1% |
| All | +89.6% | -53.5% | +143.1% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling