+74.2%
AA vs ITUB
+120.1%
-45.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.7% | -7.5% | -6.1% |
| 7D | -5.4% | +1.0% | -6.4% | -5.9% |
| 30D | -10.7% | +10.7% | -21.4% | -15.1% |
| 3M | -26.2% | +10.1% | -36.2% | -30.0% |
| 6M | -20.9% | -0.1% | -20.8% | -21.9% |
| YTD | -8.6% | +18.4% | -27.1% | -17.8% |
| 1Y | +57.4% | +31.3% | +26.1% | +32.5% |
| All | +74.2% | +120.1% | -45.9% | +6.8% |
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