+508.8%
AVAV vs ITUB
+192.5%
+316.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.4% |
| 7D | +3.2% | +8.2% | -5.0% | +1.3% |
| 30D | -20.3% | +4.7% | -25.0% | -21.2% |
| 3M | -19.4% | +13.0% | -32.5% | -22.1% |
| 6M | -35.3% | +4.2% | -39.4% | -36.2% |
| YTD | -38.5% | +18.6% | -57.1% | -41.2% |
| 1Y | -37.2% | +31.3% | -68.5% | -41.4% |
| 3Y | +31.1% | +124.9% | -93.8% | +6.4% |
| 5Y | +41.0% | +195.6% | -154.6% | +3.9% |
| 10Y | +508.8% | +196.4% | +312.4% | +330.9% |
| All | +508.8% | +192.5% | +316.2% | +330.9% |
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 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