+37,331.9%
AMZN vs ITUB
+1,959.7%
+35,372.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | +0.8% | +8.2% | -7.4% | -1.3% |
| 30D | -6.4% | +4.7% | -11.1% | -7.6% |
| 3M | +4.8% | +13.0% | -8.2% | +1.2% |
| 6M | +20.5% | +4.2% | +16.4% | +18.7% |
| YTD | +11.3% | +18.6% | -7.2% | +5.6% |
| 1Y | +9.0% | +31.3% | -22.3% | +0.4% |
| 3Y | +85.9% | +124.9% | -39.0% | +46.3% |
| 5Y | +45.8% | +195.6% | -149.8% | +3.3% |
| 10Y | +555.5% | +196.4% | +359.1% | +312.7% |
| All | +37,331.9% | +1,959.7% | +35,372.2% | +13,667.2% |
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 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