+85.2%
AZO vs NTR
+45.7%
+39.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -1.3% | -2.3% | -3.5% |
| 30D | -5.6% | +16.8% | -22.3% | -6.9% |
| 3M | -6.6% | +20.7% | -27.4% | -8.3% |
| 6M | -22.5% | +0.5% | -23.0% | -22.7% |
| YTD | -15.2% | +29.2% | -44.4% | -17.6% |
| 1Y | -33.9% | +39.6% | -73.5% | -36.4% |
| 3Y | +11.8% | +37.9% | -26.1% | +6.9% |
| All | +85.2% | +45.7% | +39.5% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling