+565.7%
AMZN vs ITUB
+220.1%
+345.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | -0.7% | +2.2% | -2.9% | -1.1% |
| 30D | -3.9% | +12.6% | -16.5% | -6.1% |
| 3M | +6.3% | +6.4% | -0.1% | +4.9% |
| 6M | +20.8% | +0.6% | +20.2% | +20.3% |
| YTD | +11.2% | +18.8% | -7.6% | +7.2% |
| 1Y | +11.7% | +31.0% | -19.3% | +5.6% |
| 3Y | +79.4% | +118.1% | -38.6% | +53.1% |
| 5Y | +48.0% | +193.0% | -145.0% | +17.8% |
| All | +565.7% | +220.1% | +345.6% | +399.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling