-44.0%
ACHR vs ITUB
+158.8%
-202.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -2.3% | +2.2% | -4.5% | -3.2% |
| 30D | -11.3% | +12.6% | -23.9% | -15.9% |
| 3M | +5.3% | +6.4% | -1.1% | +1.9% |
| 6M | -13.2% | +0.6% | -13.8% | -14.0% |
| YTD | -25.8% | +18.8% | -44.6% | -31.8% |
| 1Y | -34.3% | +31.0% | -65.3% | -42.0% |
| 3Y | -19.9% | +118.1% | -138.0% | -42.2% |
| 5Y | -42.7% | +193.0% | -235.7% | -62.5% |
| All | -44.0% | +158.8% | -202.8% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling