+3,409.0%
ACGL vs ITUB
+1,920.1%
+1,489.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -0.7% | +8.7% | -9.5% | -2.4% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +11.0% | +7.8% | +3.3% | +9.1% |
| 6M | -0.3% | -3.4% | +3.1% | -0.2% |
| YTD | +2.3% | +16.3% | -14.0% | -1.6% |
| 1Y | +6.4% | +29.8% | -23.5% | -0.1% |
| 3Y | +34.0% | +111.1% | -77.1% | +12.4% |
| 5Y | +161.6% | +173.6% | -11.9% | +103.6% |
| 10Y | +278.6% | +193.2% | +85.3% | +176.9% |
| All | +3,409.0% | +1,920.1% | +1,489.0% | +1,763.4% |
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