-41.5%
ACHR vs ITUB
+158.1%
-199.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.2% |
| 7D | +4.9% | +8.2% | -3.4% | +1.2% |
| 30D | +4.3% | +4.7% | -0.4% | +1.8% |
| 3M | +1.7% | +13.0% | -11.3% | -4.3% |
| 6M | -6.9% | +4.2% | -11.0% | -9.2% |
| YTD | -22.5% | +18.6% | -41.0% | -28.7% |
| 1Y | -31.5% | +31.3% | -62.7% | -39.5% |
| 3Y | -14.4% | +124.9% | -139.3% | -38.9% |
| 5Y | -41.6% | +195.6% | -237.2% | -61.9% |
| All | -41.5% | +158.1% | -199.7% | -60.6% |
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