+171.7%
ADM vs ITUB
+219.0%
-47.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | +3.0% | +1.0% | +2.0% | +2.7% |
| 30D | +8.7% | +10.7% | -2.0% | +6.0% |
| 3M | +7.6% | +10.1% | -2.5% | +4.9% |
| 6M | +26.9% | -0.1% | +27.0% | +25.8% |
| YTD | +54.3% | +18.4% | +35.9% | +46.4% |
| 1Y | +45.7% | +31.3% | +14.4% | +34.4% |
| 3Y | +21.9% | +124.6% | -102.7% | -2.5% |
| 5Y | +67.2% | +192.0% | -124.8% | +21.9% |
| All | +171.7% | +219.0% | -47.3% | +85.2% |
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 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