+1,804.4%
APO vs ITUB
+119.8%
+1,684.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -1.0% | +8.7% | -9.7% | -3.6% |
| 30D | +3.5% | -0.7% | +4.2% | +3.5% |
| 3M | +4.5% | +7.8% | -3.3% | +1.7% |
| 6M | +22.8% | -3.4% | +26.2% | +23.2% |
| YTD | -6.5% | +16.3% | -22.8% | -11.8% |
| 1Y | +0.8% | +29.8% | -29.0% | -8.3% |
| 3Y | +62.0% | +111.1% | -49.1% | +24.9% |
| 5Y | +138.2% | +173.6% | -35.3% | +64.9% |
| 10Y | +940.3% | +193.2% | +747.0% | +554.4% |
| All | +1,804.4% | +119.8% | +1,684.6% | +1,064.9% |
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