+981.9%
ACN vs ITUB
+1,920.1%
-938.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | -1.5% | +8.7% | -10.2% | -3.3% |
| 30D | +9.4% | -0.7% | +10.1% | +9.4% |
| 3M | +5.6% | +7.8% | -2.1% | +3.6% |
| 6M | -9.3% | -3.4% | -5.8% | -9.2% |
| YTD | -29.0% | +16.3% | -45.2% | -31.9% |
| 1Y | -24.7% | +29.8% | -54.5% | -29.6% |
| 3Y | -39.8% | +111.1% | -150.9% | -50.0% |
| 5Y | -40.9% | +173.6% | -214.5% | -54.9% |
| 10Y | +91.1% | +193.2% | -102.1% | +33.1% |
| All | +981.9% | +1,920.1% | -938.2% | +352.8% |
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