+11.8%
AZO vs ITUB
+120.9%
-109.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -3.6% | +2.2% | -5.8% | -3.8% |
| 30D | -5.6% | +12.6% | -18.2% | -6.6% |
| 3M | -6.6% | +6.4% | -13.1% | -7.4% |
| 6M | -22.5% | +0.6% | -23.1% | -22.7% |
| YTD | -15.2% | +18.8% | -34.0% | -16.9% |
| 1Y | -33.9% | +31.0% | -64.9% | -35.9% |
| 3Y | +11.8% | +118.1% | -106.3% | -2.8% |
| All | +11.8% | +120.9% | -109.1% | -2.8% |
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 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