+5.5%
AVAV vs ITUB
+83.6%
-78.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.3% | +10.3% | +12.2% |
| 7D | +3.2% | +5.5% | -2.3% | +2.3% |
| 30D | -7.4% | -25.6% | +18.2% | -3.3% |
| 3M | -32.0% | -4.7% | -27.3% | -32.5% |
| 6M | -24.6% | -8.6% | -15.9% | -24.7% |
| YTD | -47.5% | +7.9% | -55.5% | -49.4% |
| 1Y | -61.5% | +11.2% | -72.7% | -63.0% |
| 3Y | +5.5% | +82.6% | -77.2% | -10.3% |
| All | +5.5% | +83.6% | -78.1% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling