+690.6%
AZO vs AMBA
+837.3%
-146.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +0.7% | -11.0% | +11.7% | +1.4% |
| 30D | -2.7% | -23.2% | +20.5% | -1.1% |
| 3M | -3.2% | -12.7% | +9.5% | -3.2% |
| 6M | -19.7% | +11.2% | -31.0% | -21.4% |
| YTD | -12.0% | -11.2% | -0.8% | -12.8% |
| 1Y | -29.5% | -22.5% | -7.0% | -29.9% |
| 3Y | +17.3% | -1.3% | +18.7% | +11.7% |
| 5Y | +94.1% | -54.2% | +148.2% | +90.5% |
| 10Y | +303.3% | -6.1% | +309.4% | +254.3% |
| All | +690.6% | +837.3% | -146.7% | +458.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling