+683.4%
ABT vs ITUB
+1,959.7%
-1,276.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.9% |
| 7D | -3.1% | +8.2% | -11.4% | -4.2% |
| 30D | -2.1% | +4.7% | -6.8% | -2.8% |
| 3M | +17.4% | +13.0% | +4.4% | +15.3% |
| 6M | -2.4% | +4.2% | -6.6% | -3.3% |
| YTD | -14.2% | +18.6% | -32.8% | -16.6% |
| 1Y | -18.3% | +31.3% | -49.6% | -21.8% |
| 3Y | +11.5% | +124.9% | -113.4% | -1.6% |
| 5Y | -9.9% | +195.6% | -205.5% | -24.9% |
| 10Y | +204.4% | +196.4% | +8.0% | +141.5% |
| All | +683.4% | +1,959.7% | -1,276.3% | +363.6% |
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