+957.8%
AAOI vs ITUB
+201.5%
+756.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -23.7% | +12.6% | -36.3% | -26.0% |
| 3M | -39.0% | +6.4% | -45.4% | -40.0% |
| 6M | -17.0% | +0.6% | -17.6% | -17.2% |
| YTD | +202.2% | +18.8% | +183.4% | +189.4% |
| 1Y | +292.4% | +31.0% | +261.4% | +266.9% |
| 3Y | +804.4% | +118.1% | +686.3% | +649.6% |
| 5Y | +1,318.0% | +193.0% | +1,125.0% | +966.6% |
| 10Y | +436.7% | +217.1% | +219.6% | +280.8% |
| All | +957.8% | +201.5% | +756.3% | +639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling