+3,737.4%
ACGL vs ITUB
+1,733.1%
+2,004.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.2% |
| 7D | +0.9% | +3.7% | -2.8% | +0.2% |
| 30D | +13.7% | -24.1% | +37.8% | +19.0% |
| 3M | +8.0% | -9.6% | +17.6% | +8.8% |
| 6M | +13.3% | -11.5% | +24.8% | +14.2% |
| YTD | +11.8% | +5.5% | +6.3% | +8.3% |
| 1Y | +22.2% | +9.9% | +12.4% | +17.3% |
| 3Y | +32.5% | +84.8% | -52.3% | +12.9% |
| 5Y | +160.2% | +182.6% | -22.5% | +99.3% |
| 10Y | +338.5% | +141.7% | +196.8% | +228.9% |
| All | +3,737.4% | +1,733.1% | +2,004.3% | +1,952.5% |
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