+1,393.5%
ADI vs ITUB
+1,959.7%
-566.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +2.4% | +8.2% | -5.8% | +0.2% |
| 30D | -6.6% | +4.7% | -11.3% | -7.8% |
| 3M | -9.8% | +13.0% | -22.8% | -13.0% |
| 6M | +15.7% | +4.2% | +11.5% | +13.7% |
| YTD | +35.1% | +18.6% | +16.6% | +28.1% |
| 1Y | +47.7% | +31.3% | +16.4% | +35.9% |
| 3Y | +114.5% | +124.9% | -10.4% | +68.5% |
| 5Y | +141.2% | +195.6% | -54.4% | +69.7% |
| 10Y | +611.3% | +196.4% | +414.9% | +359.4% |
| All | +1,393.5% | +1,959.7% | -566.2% | +339.4% |
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