+1,314.2%
AAOI vs ITUB
+186.2%
+1,128.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.2% | +2.2% | -2.4% | -0.8% |
| 30D | -23.7% | +12.6% | -36.3% | -26.3% |
| 3M | -39.0% | +6.4% | -45.4% | -40.1% |
| 6M | -17.0% | +0.6% | -17.6% | -17.2% |
| YTD | +202.2% | +18.8% | +183.4% | +188.7% |
| 1Y | +292.4% | +31.0% | +261.4% | +265.3% |
| 3Y | +804.4% | +118.1% | +686.3% | +669.1% |
| All | +1,314.2% | +186.2% | +1,128.1% | +1,050.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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