+1,363.1%
ACN vs ITUB
+1,767.9%
-404.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -3.8% | +1.9% | -5.7% | -4.3% |
| 30D | +16.5% | -22.2% | +38.7% | +21.8% |
| 3M | +41.5% | +2.7% | +38.8% | +38.8% |
| 6M | +60.1% | -3.0% | +63.0% | +58.3% |
| YTD | -3.9% | +7.5% | -11.5% | -7.6% |
| 1Y | +4.1% | +10.5% | -6.4% | -0.6% |
| 3Y | -15.9% | +81.0% | -96.9% | -28.6% |
| 5Y | -26.3% | +181.8% | -208.1% | -44.7% |
| 10Y | +148.2% | +170.2% | -21.9% | +74.2% |
| All | +1,363.1% | +1,767.9% | -404.8% | +514.2% |
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