+2.7%
AA vs ITUB
+185.6%
-183.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.7% | -7.5% | -6.2% |
| 7D | -5.4% | +1.0% | -6.4% | -5.9% |
| 30D | -10.7% | +10.7% | -21.4% | -15.4% |
| 3M | -26.2% | +10.1% | -36.2% | -30.2% |
| 6M | -20.9% | -0.1% | -20.8% | -22.0% |
| YTD | -8.6% | +18.4% | -27.1% | -18.0% |
| 1Y | +57.4% | +31.3% | +26.1% | +32.5% |
| 3Y | +77.8% | +124.6% | -46.8% | +9.4% |
| 5Y | +2.7% | +192.0% | -189.3% | -47.8% |
| All | +2.7% | +185.6% | -183.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling