+645.2%
AZN vs ITUB
+1,957.3%
-1,312.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.2% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | +0.6% | +10.7% | -10.1% | -1.4% |
| 3M | -10.8% | +10.1% | -20.9% | -12.6% |
| 6M | -18.1% | -0.1% | -18.0% | -18.5% |
| YTD | -12.3% | +18.4% | -30.7% | -15.5% |
| 1Y | -0.2% | +31.3% | -31.5% | -5.9% |
| 3Y | +23.4% | +124.6% | -101.3% | +3.8% |
| 5Y | +56.4% | +192.0% | -135.6% | +22.0% |
| 10Y | +225.7% | +216.0% | +9.7% | +129.8% |
| All | +645.2% | +1,957.3% | -1,312.0% | +225.9% |
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