+117.0%
AA vs ITUB
+220.1%
-103.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | -3.4% | +2.2% | -5.6% | -4.6% |
| 30D | -5.8% | +12.6% | -18.4% | -11.5% |
| 3M | -29.9% | +6.4% | -36.3% | -32.5% |
| 6M | -27.0% | +0.6% | -27.6% | -28.2% |
| YTD | -8.7% | +18.8% | -27.6% | -17.9% |
| 1Y | +50.6% | +31.0% | +19.6% | +28.0% |
| 3Y | +74.1% | +118.1% | -44.0% | +11.6% |
| 5Y | +2.6% | +193.0% | -190.4% | -45.3% |
| All | +117.0% | +220.1% | -103.2% | +12.8% |
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 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