The 21-year old USA international left Spanish outfit Villarreal in the summer and has proved an immediate hit in Holland, scoring six goals in nine appearances in all competitions.
When asked if he had regressed by leaving La Liga, Altidore said he had made a positive decision and is enjoying his time with AZ.
"As I see it, I haven't," he told NUSport.
"In Alkmaar it is considerably different than at Villarreal. The clubs have different ambitions.
"At AZ the players are trained. In Spain there is no time for that, it's all about performance.
"There was no time for me to adapt."
Altidore added: "I was too young when I was there.
"I had to compete against the likes of established players like Giuseppe Rossi - and he has become even better now.
"I was 18 and had absolutely no idea about European football."