+21.5%
ADM vs ITUB
+114.2%
-92.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +2.9% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +8.2% | +2.6% | +5.6% | +7.7% |
| 3M | +8.7% | +8.4% | +0.3% | +7.0% |
| 6M | +29.1% | -0.5% | +29.6% | +28.2% |
| YTD | +53.7% | +15.3% | +38.4% | +46.6% |
| 1Y | +43.2% | +28.7% | +14.5% | +32.8% |
| All | +21.5% | +114.2% | -92.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling