+430.5%
AVAV vs ITUB
+260.3%
+170.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.3% | +10.3% | +12.0% |
| 7D | +3.2% | +5.5% | -2.3% | +1.8% |
| 30D | -7.4% | -25.6% | +18.2% | -1.4% |
| 3M | -32.0% | -4.7% | -27.3% | -32.2% |
| 6M | -24.6% | -8.6% | -15.9% | -24.2% |
| YTD | -47.5% | +7.9% | -55.5% | -49.5% |
| 1Y | -61.5% | +11.2% | -72.7% | -63.2% |
| 3Y | +5.5% | +82.6% | -77.2% | -12.2% |
| 5Y | +35.7% | +192.7% | -157.0% | -2.3% |
| 10Y | +379.1% | +144.7% | +234.4% | +231.2% |
| All | +430.5% | +260.3% | +170.2% | +154.2% |
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