+288.6%
AZO vs ITUB
+220.1%
+68.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -3.6% | +2.2% | -5.8% | -3.9% |
| 30D | -5.6% | +12.6% | -18.2% | -7.2% |
| 3M | -6.6% | +6.4% | -13.1% | -7.7% |
| 6M | -22.5% | +0.6% | -23.1% | -22.9% |
| YTD | -15.2% | +18.8% | -34.0% | -17.7% |
| 1Y | -33.9% | +31.0% | -64.9% | -36.9% |
| 3Y | +11.8% | +118.1% | -106.3% | -2.2% |
| 5Y | +85.5% | +193.0% | -107.5% | +51.5% |
| All | +288.6% | +220.1% | +68.4% | +213.7% |
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