+21,205.6%
AXON vs ITUB
+1,733.1%
+19,472.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | -27.4% | +4.9% | -32.2% | -28.6% |
| 30D | -28.5% | -27.2% | -1.2% | -21.7% |
| 3M | -49.3% | -6.1% | -43.2% | -49.4% |
| 6M | -25.0% | -10.7% | -14.3% | -24.3% |
| YTD | -46.7% | +5.5% | -52.2% | -49.6% |
| 1Y | -48.3% | +7.8% | -56.1% | -51.5% |
| 3Y | +38.8% | +75.0% | -36.2% | +8.2% |
| 5Y | +77.7% | +178.6% | -100.9% | +12.5% |
| 10Y | +1,028.0% | +162.9% | +865.2% | +529.6% |
| All | +21,205.6% | +1,733.1% | +19,472.5% | +5,722.8% |
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