Arizona and California are both members of the Drivers License Compact so if you pay the fine for the AZ ticket (thus are convicted of the charge), AZ Department of Transportation will send this information on to the CA DMV.
According to the California Department of Motor Vehicle's violation point assessment listing, an out of state speeding ticket is a 1 point offense on your CA driving record. This normally would get recorded onto your driving record once you are convicted of the Arizona speeding citation.
If Arizona offers you defensive driving school in lieu of a conviction for the charge, you might want to consider this option. Ask the AZ DOT, if you can take the traffic course, if the speeding ticket still be reported to your home state of California or not once the class is completed.
If this Arizona ticket affects your California insurance rates, follow this link to get a free auto insurance quote.