+916.7%
APO vs ITUB
+220.1%
+696.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -3.5% | +2.2% | -5.7% | -4.3% |
| 30D | -6.6% | +12.6% | -19.2% | -10.3% |
| 3M | -3.3% | +6.4% | -9.7% | -5.8% |
| 6M | +22.6% | +0.6% | +22.0% | +21.3% |
| YTD | -9.8% | +18.8% | -28.6% | -16.1% |
| 1Y | -3.9% | +31.0% | -34.9% | -13.9% |
| 3Y | +52.5% | +118.1% | -65.6% | +12.6% |
| 5Y | +134.0% | +193.0% | -59.0% | +50.5% |
| All | +916.7% | +220.1% | +696.6% | +520.4% |
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