+88,707.3%
AAPL vs ITUB
+1,959.7%
+86,747.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.7% |
| 7D | -2.7% | +8.2% | -11.0% | -4.7% |
| 30D | +1.0% | +4.7% | -3.7% | -0.2% |
| 3M | +5.0% | +13.0% | -8.1% | +1.4% |
| 6M | +23.0% | +4.2% | +18.9% | +21.0% |
| YTD | +16.6% | +18.6% | -1.9% | +10.7% |
| 1Y | +33.4% | +31.3% | +2.2% | +23.2% |
| 3Y | +79.9% | +124.9% | -45.0% | +43.3% |
| 5Y | +109.0% | +195.6% | -86.6% | +50.8% |
| 10Y | +1,210.4% | +196.4% | +1,014.0% | +762.6% |
| All | +88,707.3% | +1,959.7% | +86,747.5% | +39,442.3% |
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