-40.4%
AA vs ITUB
+1,767.9%
-1,808.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.8% |
| 7D | +0.5% | +1.9% | -1.4% | -0.3% |
| 30D | -0.6% | -22.2% | +21.6% | +9.8% |
| 3M | -19.7% | +2.7% | -22.4% | -22.9% |
| 6M | -41.6% | -3.0% | -38.6% | -42.7% |
| YTD | -24.6% | +7.5% | -32.1% | -30.1% |
| 1Y | +4.9% | +10.5% | -5.6% | -4.3% |
| 3Y | +66.8% | +81.0% | -14.2% | +18.7% |
| 5Y | -19.4% | +181.8% | -201.2% | -54.7% |
| 10Y | +43.1% | +170.2% | -127.1% | -24.4% |
| All | -40.4% | +1,767.9% | -1,808.3% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling