-25.3%
AA vs ITUB
+1,920.1%
-1,945.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.7% |
| 7D | -0.7% | +8.7% | -9.4% | -4.7% |
| 30D | +5.0% | -0.7% | +5.7% | +5.0% |
| 3M | -35.8% | +7.8% | -43.6% | -38.3% |
| 6M | -18.4% | -3.4% | -15.0% | -18.0% |
| YTD | -5.5% | +16.3% | -21.8% | -13.2% |
| 1Y | +61.0% | +29.8% | +31.1% | +39.5% |
| 3Y | +66.2% | +111.1% | -44.9% | +12.8% |
| 5Y | +11.4% | +173.6% | -162.2% | -34.9% |
| 10Y | +116.9% | +193.2% | -76.4% | +12.1% |
| All | -25.3% | +1,920.1% | -1,945.4% | -81.6% |
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