-29.5%
AZO vs NTR
+43.1%
-72.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +0.7% | +8.1% | -7.4% | +0.8% |
| 30D | -2.7% | +18.8% | -21.5% | -2.6% |
| 3M | -3.2% | +16.2% | -19.4% | -3.2% |
| 6M | -19.7% | +9.8% | -29.5% | -19.8% |
| YTD | -12.0% | +30.9% | -42.9% | -12.0% |
| 1Y | -29.5% | +41.8% | -71.3% | -30.1% |
| All | -29.5% | +43.1% | -72.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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