+11.8%
AZO vs NTRS
+168.2%
-156.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -3.6% | +1.4% | -4.9% | -3.7% |
| 30D | -5.6% | -0.7% | -4.9% | -5.5% |
| 3M | -6.6% | +11.3% | -18.0% | -8.1% |
| 6M | -22.5% | +35.5% | -58.0% | -25.9% |
| YTD | -15.2% | +40.6% | -55.8% | -19.4% |
| 1Y | -33.9% | +49.2% | -83.1% | -37.8% |
| 3Y | +11.8% | +167.2% | -155.4% | -5.3% |
| All | +11.8% | +168.2% | -156.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling