+39,072.8%
AZO vs NTRS
+6,254.1%
+32,818.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -3.6% | +1.4% | -4.9% | -4.0% |
| 30D | -5.6% | -0.7% | -4.9% | -5.4% |
| 3M | -6.6% | +11.3% | -18.0% | -9.7% |
| 6M | -22.5% | +35.5% | -58.0% | -29.3% |
| YTD | -15.2% | +40.6% | -55.8% | -23.7% |
| 1Y | -33.9% | +49.2% | -83.1% | -41.8% |
| 3Y | +11.8% | +167.2% | -155.4% | -18.7% |
| 5Y | +85.5% | +94.9% | -9.4% | +44.4% |
| 10Y | +298.2% | +259.5% | +38.7% | +147.4% |
| All | +39,072.8% | +6,254.1% | +32,818.6% | +8,715.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling